-57.4%
C vs SLV
+363.7%
-421.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +3.6% | -0.3% | +4.0% | +3.7% |
| 30D | +0.1% | +6.7% | -6.6% | -1.0% |
| 3M | +2.4% | -10.7% | +13.1% | +3.8% |
| 6M | +24.9% | -20.6% | +45.5% | +28.3% |
| YTD | +19.8% | -7.1% | +26.9% | +17.3% |
| 1Y | +44.9% | +62.0% | -17.1% | +28.8% |
| 3Y | +263.0% | +169.8% | +93.2% | +193.8% |
| 5Y | +129.5% | +161.5% | -31.9% | +84.7% |
| 10Y | +291.6% | +224.4% | +67.2% | +194.5% |
| All | -57.4% | +363.7% | -421.2% | -75.4% |
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