+237.9%
SLV vs Z
+6.9%
+231.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | +5.1% | -4.6% | +9.6% | +5.4% |
| 30D | -12.9% | +8.3% | -21.2% | -13.7% |
| 3M | -16.1% | -11.6% | -4.5% | -15.5% |
| 6M | -33.2% | -33.6% | +0.5% | -31.2% |
| YTD | -27.2% | -56.7% | +29.4% | -22.6% |
| 1Y | +7.6% | -59.1% | +66.8% | +14.9% |
| 3Y | +122.3% | -20.4% | +142.7% | +120.7% |
| 5Y | +109.7% | -55.3% | +165.0% | +112.7% |
| 10Y | +168.4% | -14.2% | +182.7% | +150.6% |
| All | +237.9% | +6.9% | +231.1% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling