+306.4%
CSCO vs SLV
+170.8%
+135.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -10.2% | +5.1% | -15.3% | -10.7% |
| 30D | -20.1% | -12.9% | -7.1% | -19.0% |
| 3M | -22.1% | -16.1% | -6.0% | -20.8% |
| 6M | +3.2% | -33.2% | +36.4% | +6.8% |
| YTD | +24.1% | -27.2% | +51.3% | +25.4% |
| 1Y | +34.6% | +7.6% | +26.9% | +30.0% |
| 3Y | +90.0% | +122.3% | -32.4% | +68.2% |
| 5Y | +88.6% | +109.7% | -21.1% | +66.0% |
| All | +306.4% | +170.8% | +135.6% | +226.7% |
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 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