+4.6%
CMCSA vs SLV
+228.4%
-223.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.3% | -8.9% | -6.7% |
| 7D | -8.3% | +2.8% | -11.1% | -8.4% |
| 30D | -2.4% | +2.2% | -4.6% | -2.6% |
| 3M | +4.5% | +2.9% | +1.6% | +4.3% |
| 6M | -18.8% | -22.4% | +3.6% | -17.8% |
| YTD | -8.9% | -5.7% | -3.2% | -10.4% |
| 1Y | -18.3% | +63.3% | -81.6% | -23.5% |
| 3Y | -35.0% | +189.0% | -224.0% | -42.9% |
| 5Y | -48.2% | +172.7% | -220.8% | -54.6% |
| 10Y | +4.6% | +235.3% | -230.7% | -15.4% |
| All | +4.6% | +228.4% | -223.8% | -15.4% |
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 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