+2,006.3%
LLY vs SLV
+169.5%
+1,836.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +4.1% |
| 7D | +0.1% | +5.6% | -5.6% | -0.3% |
| 30D | +19.7% | -12.1% | +31.9% | +20.7% |
| 3M | +19.3% | -16.3% | +35.5% | +20.5% |
| 6M | +49.3% | -34.1% | +83.4% | +53.2% |
| YTD | +32.0% | -25.3% | +57.3% | +32.9% |
| 1Y | +53.7% | +9.6% | +44.1% | +50.3% |
| 3Y | +143.7% | +132.7% | +11.1% | +126.2% |
| 5Y | +463.9% | +113.7% | +350.2% | +422.6% |
| 10Y | +2,006.3% | +175.9% | +1,830.5% | +1,842.9% |
| All | +2,006.3% | +169.5% | +1,836.8% | +1,842.9% |
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