+270.3%
ORCL vs SLV
+172.6%
+97.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.0% |
| 7D | +8.0% | -5.8% | +13.8% | +9.1% |
| 30D | -4.0% | -12.1% | +8.1% | -1.9% |
| 3M | -19.5% | -24.1% | +4.7% | -15.6% |
| 6M | -33.5% | -44.4% | +10.9% | -27.5% |
| YTD | -34.8% | -31.5% | -3.3% | -32.3% |
| 1Y | -41.6% | -6.9% | -34.7% | -42.1% |
| 3Y | +13.8% | +116.0% | -102.2% | +0.6% |
| 5Y | +43.4% | +88.4% | -45.0% | +27.0% |
| All | +270.3% | +172.6% | +97.7% | +203.4% |
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