-63.2%
C vs SLV
+263.8%
-327.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.6% | -5.0% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | -7.3% | -15.4% | +8.0% | -5.1% |
| 3M | -13.5% | -16.3% | +2.8% | -11.4% |
| 6M | -6.5% | -28.8% | +22.3% | -2.3% |
| YTD | +3.6% | -27.1% | +30.8% | +5.0% |
| 1Y | +18.9% | +7.5% | +11.4% | +12.7% |
| 3Y | +205.0% | +121.2% | +83.8% | +153.9% |
| 5Y | +109.4% | +110.0% | -0.6% | +73.9% |
| 10Y | +232.9% | +168.8% | +64.1% | +157.0% |
| All | -63.2% | +263.8% | -327.0% | -77.9% |
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