+210.7%
JNJ vs SLV
+166.7%
+43.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +1.5% | -1.1% | +2.6% | +1.5% |
| 30D | +6.3% | -14.2% | +20.5% | +6.8% |
| 3M | +8.5% | -20.3% | +28.8% | +9.1% |
| 6M | +28.0% | -40.2% | +68.2% | +30.1% |
| YTD | +37.7% | -27.6% | +65.3% | +37.9% |
| 1Y | +47.9% | +0.4% | +47.5% | +45.9% |
| 3Y | +107.4% | +129.4% | -22.0% | +96.1% |
| 5Y | +97.7% | +99.8% | -2.0% | +87.5% |
| 10Y | +210.7% | +183.2% | +27.4% | +184.5% |
| All | +210.7% | +166.7% | +43.9% | +184.5% |
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