+89.9%
SLV vs Z
-53.4%
+143.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.5% |
| 7D | -5.8% | +0.8% | -6.7% | -5.9% |
| 30D | -12.1% | +5.2% | -17.3% | -12.7% |
| 3M | -24.1% | -17.0% | -7.1% | -23.1% |
| 6M | -44.4% | -22.7% | -21.7% | -43.4% |
| YTD | -31.5% | -56.3% | +24.8% | -27.0% |
| 1Y | -6.9% | -57.7% | +50.7% | -0.6% |
| 3Y | +116.0% | -16.5% | +132.6% | +113.1% |
| All | +89.9% | -53.4% | +143.3% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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