+379.6%
META vs SLV
+220.6%
+159.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | +4.8% | +6.7% | -1.9% | +3.5% |
| 3M | -1.6% | -10.7% | +9.1% | 0.0% |
| 6M | -7.5% | -20.6% | +13.1% | -4.5% |
| YTD | -6.4% | -7.1% | +0.7% | -8.5% |
| 1Y | -17.3% | +62.0% | -79.3% | -28.5% |
| 3Y | +109.9% | +169.8% | -59.9% | +60.7% |
| 5Y | +65.4% | +161.5% | -96.1% | +25.2% |
| All | +379.6% | +220.6% | +159.0% | +232.6% |
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