+67.2%
F vs SLV
+178.7%
-111.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.3% |
| 7D | -3.9% | -3.9% | 0.0% | -3.3% |
| 30D | -0.5% | -15.6% | +15.2% | +2.1% |
| 3M | -12.9% | -23.6% | +10.7% | -9.4% |
| 6M | +1.5% | -42.6% | +44.1% | +10.1% |
| YTD | -5.0% | -30.0% | +24.9% | -3.3% |
| 1Y | -7.3% | -6.6% | -0.7% | -11.2% |
| 3Y | +45.3% | +121.8% | -76.6% | +13.9% |
| 5Y | -15.8% | +92.7% | -108.4% | -33.4% |
| All | +67.2% | +178.7% | -111.5% | +7.6% |
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