+175.9%
SLV vs ALL
+367.3%
-191.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +5.6% | -3.9% | +9.5% | +5.7% |
| 30D | -12.1% | +10.6% | -22.7% | -12.4% |
| 3M | -16.3% | -4.6% | -11.7% | -16.2% |
| 6M | -34.1% | +20.2% | -54.3% | -34.6% |
| YTD | -25.3% | +23.7% | -49.0% | -26.2% |
| 1Y | +9.6% | +27.9% | -18.3% | +7.9% |
| 3Y | +132.7% | +109.2% | +23.5% | +118.0% |
| 5Y | +113.7% | +148.0% | -34.3% | +95.8% |
| 10Y | +175.9% | +363.8% | -187.9% | +169.0% |
| All | +175.9% | +367.3% | -191.5% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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