+1,587.5%
LITE vs SLV
+163.3%
+1,424.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.7% | -0.8% |
| 7D | -13.9% | +3.7% | -17.6% | -14.8% |
| 30D | -46.9% | -15.2% | -31.8% | -44.3% |
| 3M | -28.0% | -21.8% | -6.3% | -22.7% |
| 6M | -35.2% | -36.3% | +1.1% | -26.8% |
| YTD | +58.9% | -27.8% | +86.7% | +64.5% |
| 1Y | +125.3% | +1.5% | +123.8% | +111.4% |
| 3Y | +1,344.4% | +128.5% | +1,215.9% | +1,000.5% |
| 5Y | +541.2% | +103.2% | +437.9% | +392.9% |
| 10Y | +1,587.5% | +164.7% | +1,422.8% | +950.8% |
| All | +1,587.5% | +163.3% | +1,424.2% | +950.8% |
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