+77.4%
SLV vs URA
-50.4%
+127.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.6% |
| 7D | +3.7% | +0.3% | +3.4% | +3.4% |
| 30D | -15.2% | -14.8% | -0.4% | -10.9% |
| 3M | -21.8% | -25.3% | +3.5% | -14.5% |
| 6M | -36.3% | -39.9% | +3.6% | -25.7% |
| YTD | -27.8% | -22.4% | -5.4% | -20.6% |
| 1Y | +1.5% | -29.0% | +30.5% | +13.9% |
| 3Y | +128.5% | +41.0% | +87.5% | +108.1% |
| 5Y | +103.2% | +38.3% | +64.9% | +79.7% |
| 10Y | +164.7% | +276.1% | -111.4% | +66.1% |
| All | +77.4% | -50.4% | +127.8% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling