+112.4%
C vs SLV
+94.7%
+17.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.3% |
| 7D | +4.7% | -3.9% | +8.6% | +5.2% |
| 30D | +0.2% | -15.6% | +15.8% | +2.2% |
| 3M | -9.3% | -23.6% | +14.3% | -6.5% |
| 6M | -0.8% | -42.6% | +41.7% | +5.3% |
| YTD | +8.5% | -30.0% | +38.5% | +8.4% |
| 1Y | +23.1% | -6.6% | +29.7% | +16.5% |
| 3Y | +220.8% | +121.8% | +98.9% | +153.7% |
| 5Y | +112.4% | +92.7% | +19.7% | +59.0% |
| All | +112.4% | +94.7% | +17.7% | +59.0% |
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 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