+436.0%
META vs SLV
+163.3%
+272.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.5% | +0.6% |
| 7D | +3.3% | +3.7% | -0.4% | +2.6% |
| 30D | -10.8% | -15.2% | +4.4% | -8.2% |
| 3M | +7.9% | -21.8% | +29.7% | +12.3% |
| 6M | +5.4% | -36.3% | +41.7% | +13.1% |
| YTD | -2.6% | -27.8% | +25.3% | -0.7% |
| 1Y | +1.9% | +1.5% | +0.4% | -3.5% |
| 3Y | +97.0% | +128.5% | -31.6% | +54.5% |
| 5Y | +97.6% | +103.2% | -5.6% | +56.1% |
| 10Y | +436.0% | +164.7% | +271.3% | +284.8% |
| All | +436.0% | +163.3% | +272.7% | +284.8% |
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