+81.0%
F vs SLV
+169.5%
-88.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.2% |
| 7D | -0.6% | +5.6% | -6.3% | -1.5% |
| 30D | +2.9% | -12.1% | +15.0% | +4.8% |
| 3M | -9.5% | -16.3% | +6.8% | -7.2% |
| 6M | +4.0% | -34.1% | +38.1% | +10.2% |
| YTD | -1.3% | -25.3% | +24.0% | -0.5% |
| 1Y | -1.9% | +9.6% | -11.5% | -8.6% |
| 3Y | +53.5% | +132.7% | -79.2% | +20.1% |
| 5Y | -15.1% | +113.7% | -128.8% | -33.9% |
| 10Y | +81.0% | +175.9% | -94.9% | +18.5% |
| All | +81.0% | +169.5% | -88.6% | +18.5% |
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