+1,504.8%
ASML vs SLV
+169.5%
+1,335.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +5.4% |
| 7D | -0.8% | +5.6% | -6.5% | -2.6% |
| 30D | -14.9% | -12.1% | -2.8% | -11.4% |
| 3M | -13.0% | -16.3% | +3.3% | -8.3% |
| 6M | -4.7% | -34.1% | +29.4% | +7.5% |
| YTD | +42.3% | -25.3% | +67.6% | +45.8% |
| 1Y | +49.7% | +9.6% | +40.1% | +32.8% |
| 3Y | +144.3% | +132.7% | +11.6% | +62.8% |
| 5Y | +86.4% | +113.7% | -27.3% | +24.7% |
| 10Y | +1,504.8% | +175.9% | +1,329.0% | +765.6% |
| All | +1,504.8% | +169.5% | +1,335.3% | +765.6% |
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