+2,475.6%
AVGO vs SLV
+163.3%
+2,312.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.4% | +7.4% | +4.7% |
| 7D | 0.0% | +3.7% | -3.7% | -0.9% |
| 30D | -8.2% | -15.2% | +7.0% | -4.7% |
| 3M | -21.3% | -21.8% | +0.5% | -16.9% |
| 6M | -22.5% | -36.3% | +13.8% | -14.8% |
| YTD | -3.6% | -27.8% | +24.3% | -2.3% |
| 1Y | -6.7% | +1.5% | -8.2% | -14.8% |
| 3Y | +258.1% | +128.5% | +129.6% | +158.9% |
| 5Y | +560.9% | +103.2% | +457.6% | +382.5% |
| 10Y | +2,475.6% | +164.7% | +2,310.9% | +1,444.4% |
| All | +2,475.6% | +163.3% | +2,312.3% | +1,444.4% |
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