+465.0%
JPM vs SLV
+172.6%
+292.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +3.5% | -5.8% | +9.3% | +4.0% |
| 30D | +3.3% | -12.1% | +15.4% | +4.3% |
| 3M | -4.2% | -24.1% | +19.9% | -2.1% |
| 6M | +16.4% | -44.4% | +60.8% | +21.8% |
| YTD | +9.5% | -31.5% | +41.0% | +10.5% |
| 1Y | +14.0% | -6.9% | +21.0% | +11.3% |
| 3Y | +153.1% | +116.0% | +37.1% | +125.4% |
| 5Y | +134.9% | +88.4% | +46.5% | +108.8% |
| All | +465.0% | +172.6% | +292.4% | +357.1% |
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