+601.4%
CSCO vs SLV
+263.3%
+338.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.9% |
| 3M | -22.1% | -16.1% | -6.0% | -20.7% |
| 6M | +3.2% | -33.2% | +36.4% | +7.3% |
| YTD | +24.1% | -27.2% | +51.3% | +25.8% |
| 1Y | +34.6% | +7.6% | +26.9% | +30.1% |
| 3Y | +90.0% | +122.3% | -32.4% | +67.7% |
| 5Y | +88.6% | +109.7% | -21.1% | +66.1% |
| 10Y | +316.5% | +168.4% | +148.1% | +248.7% |
| All | +601.4% | +263.3% | +338.1% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling