+1,395.4%
ASML vs SLV
+170.8%
+1,224.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | -9.0% | +5.1% | -14.1% | -10.5% |
| 30D | -21.0% | -12.9% | -8.0% | -17.5% |
| 3M | -16.3% | -16.1% | -0.2% | -11.9% |
| 6M | -7.5% | -33.2% | +25.6% | +3.9% |
| YTD | +34.0% | -27.2% | +61.2% | +38.4% |
| 1Y | +39.3% | +7.6% | +31.7% | +24.2% |
| 3Y | +128.9% | +122.3% | +6.5% | +54.8% |
| 5Y | +76.1% | +109.7% | -33.6% | +18.5% |
| All | +1,395.4% | +170.8% | +1,224.6% | +709.5% |
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