+2,660.6%
AVGO vs SLV
+172.6%
+2,488.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -4.3% |
| 7D | +18.2% | -5.8% | +24.0% | +19.8% |
| 30D | +0.2% | -12.1% | +12.3% | +3.2% |
| 3M | -16.8% | -24.1% | +7.3% | -11.6% |
| 6M | -16.5% | -44.4% | +27.9% | -5.2% |
| YTD | +0.8% | -31.5% | +32.3% | +3.3% |
| 1Y | +2.8% | -6.9% | +9.8% | -4.1% |
| 3Y | +278.5% | +116.0% | +162.5% | +176.9% |
| 5Y | +573.1% | +88.4% | +484.6% | +399.9% |
| All | +2,660.6% | +172.6% | +2,488.0% | +1,529.4% |
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