+17.6%
SNOW vs SLV
+77.2%
-59.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.4% | -0.1% |
| 7D | +10.8% | -3.9% | +14.7% | +11.8% |
| 30D | -16.5% | -15.6% | -0.9% | -13.3% |
| 3M | -10.1% | -23.6% | +13.5% | -4.8% |
| 6M | +96.5% | -42.6% | +139.1% | +119.4% |
| YTD | +36.2% | -30.0% | +66.1% | +37.7% |
| 1Y | +10.7% | -6.6% | +17.3% | +2.0% |
| 3Y | +86.2% | +121.8% | -35.6% | +27.5% |
| 5Y | -22.7% | +92.7% | -115.4% | -46.6% |
| All | +17.6% | +77.2% | -59.6% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling