+130.2%
SLVR vs SPY
+27.0%
+103.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.1% |
| 7D | +8.0% | -2.7% | +10.7% | +12.0% |
| 30D | -9.3% | -5.4% | -3.9% | -1.9% |
| 3M | -13.0% | -4.1% | -8.9% | -7.4% |
| 6M | -24.3% | +0.7% | -25.0% | -23.3% |
| YTD | -14.9% | +8.7% | -23.5% | -19.9% |
| 1Y | +24.9% | +10.9% | +14.0% | +16.0% |
| All | +130.2% | +27.0% | +103.2% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling