+63.9%
CSCO vs SLV
+60.8%
+3.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | -10.1% | +6.7% | -16.8% | -10.5% |
| 3M | -15.7% | -10.7% | -5.0% | -15.3% |
| 6M | +36.3% | -20.6% | +56.9% | +37.2% |
| YTD | +43.8% | -7.1% | +51.0% | +45.0% |
| 1Y | +63.9% | +62.0% | +2.0% | +70.3% |
| All | +63.9% | +60.8% | +3.1% | +70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling