+1,610.3%
LLY vs SLV
+215.2%
+1,395.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -1.6% | +6.7% | -8.3% | -2.1% |
| 3M | +2.3% | -10.7% | +13.0% | +2.9% |
| 6M | +14.9% | -20.6% | +35.5% | +16.3% |
| YTD | +7.5% | -7.1% | +14.6% | +6.7% |
| 1Y | +55.7% | +62.0% | -6.3% | +48.2% |
| 3Y | +110.6% | +169.8% | -59.2% | +93.3% |
| 5Y | +363.4% | +161.5% | +202.0% | +323.6% |
| All | +1,610.3% | +215.2% | +1,395.1% | +1,453.9% |
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