+161.5%
SLV vs VRSK
-11.9%
+173.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -5.3% |
| 7D | -5.0% | -7.7% | +2.7% | -5.3% |
| 30D | -1.8% | -2.8% | +1.0% | -1.9% |
| 3M | -0.3% | -3.7% | +3.4% | -0.5% |
| 6M | -28.2% | -12.8% | -15.4% | -27.9% |
| YTD | -10.7% | -21.0% | +10.2% | -10.0% |
| 1Y | +53.7% | -32.5% | +86.2% | +57.2% |
| 3Y | +173.7% | -26.5% | +200.2% | +173.0% |
| All | +161.5% | -11.9% | +173.4% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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