+331.3%
SLV vs Z
+25.1%
+306.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | -0.3% | -3.0% | +2.7% | -0.1% |
| 30D | +6.7% | -4.2% | +10.9% | +7.0% |
| 3M | -10.7% | -3.7% | -7.0% | -10.6% |
| 6M | -20.6% | -24.5% | +3.9% | -19.0% |
| YTD | -7.1% | -49.3% | +42.2% | -2.3% |
| 1Y | +62.0% | -58.7% | +120.7% | +73.0% |
| 3Y | +169.8% | -34.1% | +204.0% | +172.3% |
| 5Y | +161.5% | -64.5% | +226.0% | +169.5% |
| 10Y | +224.4% | -0.5% | +224.9% | +199.6% |
| All | +331.3% | +25.1% | +306.2% | +299.3% |
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