+252.0%
SLV vs VRSK
+593.4%
-341.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.8% | +2.2% |
| 7D | +2.8% | -5.4% | +8.2% | +3.3% |
| 30D | +2.2% | -1.8% | +4.0% | +2.3% |
| 3M | +2.9% | -2.2% | +5.1% | +2.7% |
| 6M | -22.4% | -14.9% | -7.5% | -21.5% |
| YTD | -5.7% | -20.0% | +14.3% | -4.1% |
| 1Y | +63.3% | -33.1% | +96.5% | +69.8% |
| 3Y | +189.0% | -25.6% | +214.6% | +193.3% |
| 5Y | +172.7% | -10.1% | +182.8% | +166.2% |
| 10Y | +235.3% | +128.4% | +106.9% | +190.5% |
| All | +252.0% | +593.4% | -341.4% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling