+124.5%
COST vs SLV
+90.3%
+34.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | +5.0% | -5.8% | +10.8% | +5.2% |
| 30D | +12.8% | -12.1% | +24.9% | +13.2% |
| 3M | +15.2% | -24.1% | +39.3% | +16.1% |
| 6M | +7.4% | -44.4% | +51.8% | +9.9% |
| YTD | +29.0% | -31.5% | +60.5% | +28.1% |
| 1Y | +20.3% | -6.9% | +27.2% | +16.0% |
| 3Y | +99.0% | +116.0% | -17.0% | +71.2% |
| All | +124.5% | +90.3% | +34.2% | +102.7% |
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