+66.6%
CSCO vs SLV
+58.0%
+8.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -0.5% | +2.5% | -3.0% | -0.7% |
| 30D | -10.1% | +3.3% | -13.3% | -10.3% |
| 3M | -11.7% | -3.6% | -8.1% | -11.7% |
| 6M | +40.1% | -21.8% | +61.9% | +41.2% |
| YTD | +43.8% | -7.8% | +51.6% | +45.0% |
| 1Y | +66.6% | +58.3% | +8.3% | +72.1% |
| All | +66.6% | +58.0% | +8.6% | +72.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling