+176.1%
SLV vs USHY
+21.5%
+154.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.5% |
| 7D | +2.8% | -0.1% | +2.9% | +3.0% |
| 30D | +2.2% | 0.0% | +2.3% | +2.3% |
| 3M | +2.9% | +0.8% | +2.0% | +2.0% |
| 6M | -22.4% | +1.9% | -24.3% | -23.8% |
| YTD | -5.7% | +2.3% | -8.0% | -7.7% |
| 1Y | +63.3% | +4.1% | +59.2% | +56.9% |
| 3Y | +189.0% | +27.8% | +161.2% | +126.0% |
| All | +176.1% | +21.5% | +154.6% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 5y: compounded portfolio wealth divided by compounded USHY 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…
5y analysis · Full analysis span regression · 6 months rolling