+162.5%
SLV vs USAR
+74.0%
+88.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.2% |
| 7D | -0.3% | -2.1% | +1.8% | -0.2% |
| 30D | +6.7% | +2.6% | +4.1% | +6.4% |
| 3M | -10.7% | -35.0% | +24.3% | -8.8% |
| 6M | -20.6% | -6.9% | -13.7% | -20.7% |
| YTD | -7.1% | +48.0% | -55.1% | -7.7% |
| 1Y | +62.0% | +24.8% | +37.2% | +62.0% |
| 3Y | +169.8% | +73.2% | +96.6% | +165.7% |
| All | +162.5% | +74.0% | +88.5% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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