+598.7%
CSCO vs SLV
+263.3%
+335.3%
-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 | -22.4% | -16.1% | -6.3% | -21.0% |
| 6M | +2.8% | -33.2% | +36.0% | +6.9% |
| YTD | +23.6% | -27.2% | +50.9% | +25.3% |
| 1Y | +34.0% | +7.6% | +26.4% | +29.6% |
| 3Y | +89.3% | +122.3% | -33.1% | +67.1% |
| 5Y | +87.9% | +109.7% | -21.9% | +65.5% |
| 10Y | +314.9% | +168.4% | +146.5% | +247.3% |
| All | +598.7% | +263.3% | +335.3% | +377.0% |
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