+5.5%
SNOW vs SLV
+164.2%
-158.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +4.9% | +2.5% | +2.4% | +4.4% |
| 30D | +1.5% | +3.3% | -1.7% | +0.9% |
| 3M | +39.5% | -3.6% | +43.1% | +40.2% |
| 6M | +85.9% | -21.8% | +107.7% | +93.4% |
| YTD | +52.9% | -7.8% | +60.8% | +44.7% |
| 1Y | +48.1% | +58.3% | -10.2% | +15.4% |
| 3Y | +102.2% | +182.6% | -80.4% | +23.6% |
| 5Y | +5.5% | +167.8% | -162.3% | -38.8% |
| All | +5.5% | +164.2% | -158.7% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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