+164.7%
SLV vs AXP
+435.0%
-270.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.2% | -3.4% |
| 7D | +3.7% | -0.6% | +4.3% | +3.7% |
| 30D | -15.2% | +5.0% | -20.1% | -15.6% |
| 3M | -21.8% | -4.2% | -17.5% | -21.4% |
| 6M | -36.3% | +2.9% | -39.3% | -36.6% |
| YTD | -27.8% | -11.6% | -16.3% | -27.1% |
| 1Y | +1.5% | -11.1% | +12.6% | +2.5% |
| 3Y | +128.5% | +116.7% | +11.8% | +108.1% |
| 5Y | +103.2% | +89.6% | +13.6% | +85.1% |
| 10Y | +164.7% | +428.4% | -263.7% | +139.8% |
| All | +164.7% | +435.0% | -270.3% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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