+183.2%
SLV vs AR
+58.9%
+124.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | +0.3% |
| 7D | -1.1% | +2.1% | -3.2% | -1.2% |
| 30D | -14.2% | +4.5% | -18.7% | -14.4% |
| 3M | -20.3% | +1.0% | -21.3% | -20.4% |
| 6M | -40.2% | +4.4% | -44.6% | -40.4% |
| YTD | -27.6% | +10.9% | -38.5% | -28.2% |
| 1Y | +0.4% | +8.6% | -8.1% | -0.4% |
| 3Y | +129.4% | +48.5% | +80.8% | +123.6% |
| 5Y | +99.8% | +95.7% | +4.0% | +92.9% |
| 10Y | +183.2% | +55.5% | +127.8% | +172.4% |
| All | +183.2% | +58.9% | +124.3% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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