+129.2%
ADBE vs SLV
+166.7%
-37.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -4.4% | -1.1% | -3.3% | -4.3% |
| 30D | -0.2% | -14.2% | +13.9% | +1.2% |
| 3M | -9.9% | -20.3% | +10.4% | -8.1% |
| 6M | -3.5% | -40.2% | +36.7% | +1.3% |
| YTD | -32.1% | -27.6% | -4.5% | -32.8% |
| 1Y | -28.7% | +0.4% | -29.1% | -33.6% |
| 3Y | -60.2% | +129.4% | -189.6% | -69.2% |
| 5Y | -63.1% | +99.8% | -162.8% | -71.1% |
| 10Y | +129.2% | +183.2% | -54.1% | +58.7% |
| All | +129.2% | +166.7% | -37.6% | +58.7% |
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