+2,856.4%
AVGO vs SLV
+228.4%
+2,628.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.6% |
| 7D | -0.8% | +2.8% | -3.6% | -1.4% |
| 30D | -13.7% | +2.2% | -15.9% | -14.3% |
| 3M | -6.9% | +2.9% | -9.8% | -7.9% |
| 6M | +5.8% | -22.4% | +28.2% | +10.8% |
| YTD | +5.7% | -5.7% | +11.4% | +0.8% |
| 1Y | +9.0% | +63.3% | -54.3% | -11.6% |
| 3Y | +340.5% | +189.0% | +151.5% | +203.1% |
| 5Y | +711.1% | +172.7% | +538.4% | +455.4% |
| 10Y | +2,856.4% | +235.3% | +2,621.1% | +1,571.3% |
| All | +2,856.4% | +228.4% | +2,628.0% | +1,571.3% |
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