+96.5%
COST vs SLV
+123.6%
-27.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.4% |
| 7D | +2.5% | -3.9% | +6.4% | +2.5% |
| 30D | +14.6% | -15.6% | +30.2% | +14.6% |
| 3M | +15.2% | -23.6% | +38.8% | +15.3% |
| 6M | +7.2% | -42.6% | +49.8% | +8.1% |
| YTD | +27.4% | -30.0% | +57.4% | +26.3% |
| 1Y | +20.2% | -6.6% | +26.8% | +17.3% |
| All | +96.5% | +123.6% | -27.1% | +78.0% |
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 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