+713.0%
CSCO vs SLV
+363.7%
+349.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | -10.1% | +6.7% | -16.8% | -10.8% |
| 3M | -15.7% | -10.7% | -5.0% | -14.8% |
| 6M | +36.3% | -20.6% | +56.9% | +38.8% |
| YTD | +43.8% | -7.1% | +51.0% | +42.1% |
| 1Y | +63.9% | +62.0% | +2.0% | +51.4% |
| 3Y | +104.4% | +169.8% | -65.5% | +76.7% |
| 5Y | +111.4% | +161.5% | -50.1% | +81.9% |
| 10Y | +361.7% | +224.4% | +137.3% | +279.0% |
| All | +713.0% | +363.7% | +349.2% | +441.0% |
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