+4,461.1%
LLY vs SLV
+263.3%
+4,197.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.5% | +5.1% | -9.6% | -4.8% |
| 30D | +13.9% | -12.9% | +26.8% | +15.0% |
| 3M | +13.8% | -16.1% | +29.8% | +15.1% |
| 6M | +37.6% | -33.2% | +70.8% | +41.3% |
| YTD | +26.6% | -27.2% | +53.8% | +27.8% |
| 1Y | +45.3% | +7.6% | +37.7% | +42.0% |
| 3Y | +132.2% | +122.3% | +9.9% | +113.4% |
| 5Y | +434.7% | +109.7% | +325.0% | +390.8% |
| 10Y | +2,084.3% | +168.4% | +1,915.9% | +1,838.0% |
| All | +4,461.1% | +263.3% | +4,197.8% | +3,292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling