+270.6%
C vs SLV
+183.8%
+86.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +3.6% | -0.3% | +4.0% | +3.7% |
| 30D | +0.1% | +6.7% | -6.6% | -0.7% |
| 3M | +2.4% | -10.7% | +13.1% | +3.2% |
| 6M | +24.9% | -20.6% | +45.5% | +26.7% |
| YTD | +19.8% | -7.1% | +26.9% | +16.0% |
| 1Y | +44.9% | +62.0% | -17.1% | +27.7% |
| All | +270.6% | +183.8% | +86.9% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling