+3,647.2%
SHOP vs SLV
+169.5%
+3,477.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.4% |
| 7D | -2.7% | +5.6% | -8.3% | -4.1% |
| 30D | -11.0% | -12.1% | +1.1% | -7.8% |
| 3M | +0.3% | -16.3% | +16.6% | +5.1% |
| 6M | +37.7% | -34.1% | +71.8% | +52.6% |
| YTD | -5.5% | -25.3% | +19.7% | -3.7% |
| 1Y | -0.2% | +9.6% | -9.8% | -11.1% |
| 3Y | +151.9% | +132.7% | +19.2% | +71.4% |
| 5Y | -2.2% | +113.7% | -115.9% | -33.1% |
| 10Y | +3,647.2% | +175.9% | +3,471.3% | +1,960.5% |
| All | +3,647.2% | +169.5% | +3,477.6% | +1,960.5% |
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