+270.0%
INTC vs SLV
+228.4%
+41.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.1% |
| 7D | +18.0% | +2.8% | +15.2% | +17.1% |
| 30D | +8.9% | +2.2% | +6.7% | +8.2% |
| 3M | -1.6% | +2.9% | -4.5% | -2.5% |
| 6M | +133.1% | -22.4% | +155.5% | +146.3% |
| YTD | +187.9% | -5.7% | +193.7% | +180.5% |
| 1Y | +334.7% | +63.3% | +271.4% | +264.5% |
| 3Y | +184.2% | +189.0% | -4.8% | +103.4% |
| 5Y | +116.0% | +172.7% | -56.7% | +54.6% |
| 10Y | +270.0% | +235.3% | +34.7% | +128.8% |
| All | +270.0% | +228.4% | +41.6% | +128.8% |
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