+175.9%
SLV vs APA
+0.9%
+175.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +5.6% | -8.7% | +14.4% | +6.3% |
| 30D | -12.1% | -2.4% | -9.7% | -12.1% |
| 3M | -16.3% | +19.0% | -35.3% | -17.6% |
| 6M | -34.1% | +26.8% | -60.9% | -35.5% |
| YTD | -25.3% | +87.3% | -112.6% | -29.8% |
| 1Y | +9.6% | +92.3% | -82.7% | +2.7% |
| 3Y | +132.7% | +37.3% | +95.4% | +120.5% |
| 5Y | +113.7% | +73.2% | +40.5% | +96.8% |
| 10Y | +175.9% | -0.9% | +176.7% | +128.8% |
| All | +175.9% | +0.9% | +175.0% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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