-17.2%
F vs SLV
+90.3%
-107.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | -3.1% | -5.8% | +2.7% | -2.3% |
| 30D | 0.0% | -12.1% | +12.2% | +1.7% |
| 3M | -13.2% | -24.1% | +10.9% | -10.2% |
| 6M | -10.2% | -44.4% | +34.2% | -3.6% |
| YTD | -4.9% | -31.5% | +26.6% | -3.6% |
| 1Y | -6.1% | -6.9% | +0.9% | -10.2% |
| 3Y | +46.0% | +116.0% | -70.0% | +13.4% |
| All | -17.2% | +90.3% | -107.5% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling