+500.0%
APP vs SLV
+97.1%
+402.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +9.9% |
| 7D | +71.2% | +5.1% | +66.1% | +68.0% |
| 30D | +39.1% | -12.9% | +52.0% | +46.7% |
| 3M | +16.5% | -16.1% | +32.6% | +23.7% |
| 6M | -16.6% | -33.2% | +16.6% | -4.5% |
| YTD | -41.9% | -27.2% | -14.7% | -37.3% |
| 1Y | -37.0% | +7.6% | -44.7% | -42.9% |
| 3Y | +892.4% | +122.3% | +770.1% | +545.7% |
| 5Y | +297.3% | +109.7% | +187.6% | +149.3% |
| All | +500.0% | +97.1% | +402.9% | +292.1% |
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