+15.8%
BABA vs SLV
+169.5%
-153.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -4.3% |
| 7D | +3.8% | +5.6% | -1.8% | +2.5% |
| 30D | -5.4% | -12.1% | +6.7% | -2.7% |
| 3M | -17.9% | -16.3% | -1.7% | -14.9% |
| 6M | -24.1% | -34.1% | +10.0% | -17.2% |
| YTD | -27.4% | -25.3% | -2.2% | -26.1% |
| 1Y | -36.1% | +9.6% | -45.7% | -41.4% |
| 3Y | +35.4% | +132.7% | -97.3% | +2.0% |
| 5Y | -30.1% | +113.7% | -143.8% | -47.2% |
| 10Y | +15.8% | +175.9% | -160.0% | -23.0% |
| All | +15.8% | +169.5% | -153.7% | -23.0% |
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