+275.2%
RTX vs SLV
+216.1%
+59.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.1% | +2.5% | -5.6% | -3.4% |
| 30D | -10.6% | +3.3% | -13.8% | -11.0% |
| 3M | +11.6% | -3.6% | +15.2% | +11.8% |
| 6M | -4.5% | -21.8% | +17.3% | -2.5% |
| YTD | +9.6% | -7.8% | +17.4% | +7.4% |
| 1Y | +30.8% | +58.3% | -27.5% | +18.0% |
| 3Y | +152.8% | +182.6% | -29.7% | +105.4% |
| 5Y | +167.1% | +167.8% | -0.7% | +116.1% |
| 10Y | +275.2% | +218.9% | +56.3% | +166.0% |
| All | +275.2% | +216.1% | +59.0% | +166.0% |
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 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