+57.1%
SLV vs ADVB
-97.1%
+154.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.0% | -9.6% | +0.4% |
| 7D | -1.1% | +10.5% | -11.6% | -1.1% |
| 30D | -14.2% | -56.0% | +41.9% | -14.4% |
| 3M | -20.3% | -70.1% | +49.8% | -20.7% |
| 6M | -40.2% | -53.7% | +13.5% | -40.6% |
| YTD | -27.6% | -60.3% | +32.7% | -28.3% |
| 1Y | +0.4% | -73.1% | +73.6% | -0.6% |
| All | +57.1% | -97.1% | +154.2% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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