+146.5%
SLV vs VIK
+228.1%
-81.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.3% | -3.0% | +2.7% | +0.3% |
| 30D | +6.7% | -20.7% | +27.4% | +11.9% |
| 3M | -10.7% | -4.6% | -6.0% | -10.3% |
| 6M | -20.6% | +14.0% | -34.6% | -23.6% |
| YTD | -7.1% | +20.2% | -27.3% | -11.3% |
| 1Y | +62.0% | +36.0% | +26.0% | +51.9% |
| All | +146.5% | +228.1% | -81.7% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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