+1,644.6%
ASML vs SLV
+220.6%
+1,424.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.5% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +2.2% | +6.7% | -4.5% | -0.1% |
| 3M | -2.3% | -10.7% | +8.4% | +0.7% |
| 6M | +23.0% | -20.6% | +43.6% | +30.7% |
| YTD | +61.1% | -7.1% | +68.2% | +54.5% |
| 1Y | +129.1% | +62.0% | +67.1% | +78.4% |
| 3Y | +165.4% | +169.8% | -4.5% | +69.4% |
| 5Y | +109.5% | +161.5% | -52.0% | +31.8% |
| All | +1,644.6% | +220.6% | +1,424.0% | +830.2% |
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