+474.0%
AVGO vs SLV
+107.9%
+366.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -9.9% | +5.1% | -15.0% | -11.0% |
| 30D | -22.0% | -12.9% | -9.1% | -19.7% |
| 3M | -30.0% | -16.1% | -14.0% | -27.5% |
| 6M | -30.7% | -33.2% | +2.4% | -25.2% |
| YTD | -14.7% | -27.2% | +12.6% | -15.1% |
| 1Y | -16.8% | +7.6% | -24.4% | -27.2% |
| 3Y | +244.4% | +122.3% | +122.1% | +143.0% |
| All | +474.0% | +107.9% | +366.1% | +284.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling