+497.0%
ABBV vs SLV
+228.4%
+268.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.8% |
| 7D | -4.1% | +2.8% | -6.9% | -4.2% |
| 30D | +1.2% | +2.2% | -1.0% | +1.1% |
| 3M | +12.1% | +2.9% | +9.2% | +11.9% |
| 6M | +12.0% | -22.4% | +34.4% | +12.9% |
| YTD | +12.4% | -5.7% | +18.2% | +11.0% |
| 1Y | +22.9% | +63.3% | -40.4% | +16.9% |
| 3Y | +86.8% | +189.0% | -102.3% | +70.0% |
| 5Y | +181.0% | +172.7% | +8.4% | +154.8% |
| 10Y | +497.0% | +235.3% | +261.7% | +414.4% |
| All | +497.0% | +228.4% | +268.6% | +414.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling