+175.9%
SLV vs A
+328.7%
-152.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.1% |
| 7D | +5.6% | +4.8% | +0.9% | +4.7% |
| 30D | -12.1% | +5.6% | -17.8% | -13.0% |
| 3M | -16.3% | +23.6% | -39.9% | -19.5% |
| 6M | -34.1% | +56.4% | -90.4% | -39.4% |
| YTD | -25.3% | +33.4% | -58.7% | -29.4% |
| 1Y | +9.6% | +23.7% | -14.1% | +4.8% |
| 3Y | +132.7% | +71.0% | +61.7% | +108.5% |
| 5Y | +113.7% | +16.8% | +96.8% | +100.9% |
| 10Y | +175.9% | +323.8% | -147.9% | +111.9% |
| All | +175.9% | +328.7% | -152.9% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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