+31,416.6%
AVGO vs SLV
+306.4%
+31,110.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | -14.4% | +6.7% | -21.1% | -15.5% |
| 3M | -14.4% | -10.7% | -3.7% | -13.0% |
| 6M | +13.1% | -20.6% | +33.7% | +16.9% |
| YTD | +3.8% | -7.1% | +10.9% | +1.4% |
| 1Y | +17.8% | +62.0% | -44.2% | +3.2% |
| 3Y | +325.3% | +169.8% | +155.4% | +238.5% |
| 5Y | +689.9% | +161.5% | +528.5% | +525.0% |
| 10Y | +2,597.0% | +224.4% | +2,372.6% | +1,904.7% |
| All | +31,416.6% | +306.4% | +31,110.2% | +19,052.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling