+207.0%
C vs SLV
+172.6%
+34.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +4.2% | -5.8% | +10.0% | +5.0% |
| 30D | +2.0% | -12.1% | +14.1% | +3.7% |
| 3M | -10.1% | -24.1% | +14.0% | -7.0% |
| 6M | +1.0% | -44.4% | +45.4% | +8.4% |
| YTD | +8.5% | -31.5% | +40.0% | +9.8% |
| 1Y | +25.7% | -6.9% | +32.7% | +20.6% |
| 3Y | +216.0% | +116.0% | +100.0% | +160.0% |
| 5Y | +112.3% | +88.4% | +23.9% | +75.9% |
| All | +207.0% | +172.6% | +34.5% | +114.2% |
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 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