+481.0%
JPM vs SLV
+166.7%
+314.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -2.5% | -1.1% | -1.4% | -2.4% |
| 30D | +2.7% | -14.2% | +16.9% | +4.0% |
| 3M | -4.7% | -20.3% | +15.6% | -3.0% |
| 6M | +15.6% | -40.2% | +55.7% | +20.1% |
| YTD | +8.6% | -27.6% | +36.2% | +9.1% |
| 1Y | +10.9% | +0.4% | +10.5% | +7.6% |
| 3Y | +149.9% | +129.4% | +20.6% | +121.9% |
| 5Y | +131.9% | +99.8% | +32.2% | +105.6% |
| 10Y | +481.0% | +183.2% | +297.8% | +364.7% |
| All | +481.0% | +166.7% | +314.3% | +364.7% |
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