+164.7%
SLV vs AR
+52.4%
+112.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.0% |
| 7D | +3.7% | -5.8% | +9.4% | +3.9% |
| 30D | -15.2% | +4.8% | -20.0% | -15.4% |
| 3M | -21.8% | +1.5% | -23.3% | -21.9% |
| 6M | -36.3% | +4.7% | -41.0% | -36.6% |
| YTD | -27.8% | +9.2% | -37.0% | -28.4% |
| 1Y | +1.5% | +11.2% | -9.7% | +0.6% |
| 3Y | +128.5% | +46.2% | +82.3% | +122.9% |
| 5Y | +103.2% | +98.1% | +5.2% | +96.3% |
| 10Y | +164.7% | +54.5% | +110.2% | +151.2% |
| All | +164.7% | +52.4% | +112.3% | +151.2% |
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