+178.4%
SLV vs USHY
+48.0%
+130.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -5.8% | -0.4% | -5.4% | -5.4% |
| 30D | -12.1% | +0.6% | -12.7% | -12.6% |
| 3M | -24.1% | -2.0% | -22.1% | -22.4% |
| 6M | -44.4% | -0.5% | -43.8% | -43.8% |
| YTD | -31.5% | +0.6% | -32.1% | -31.4% |
| 1Y | -6.9% | +2.1% | -9.1% | -8.1% |
| 3Y | +116.0% | +25.3% | +90.7% | +78.5% |
| 5Y | +88.4% | +19.7% | +68.7% | +60.5% |
| All | +178.4% | +48.0% | +130.4% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling