+164.7%
SLV vs CAPR
-68.2%
+232.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.9% | +6.5% | -3.4% |
| 7D | +3.7% | +7.6% | -4.0% | +3.6% |
| 30D | -15.2% | +13.3% | -28.4% | -15.3% |
| 3M | -21.8% | +130.4% | -152.2% | -22.4% |
| 6M | -36.3% | -70.8% | +34.5% | -36.1% |
| YTD | -27.8% | -69.3% | +41.4% | -27.7% |
| 1Y | +1.5% | +59.5% | -58.0% | -0.5% |
| 3Y | +128.5% | +216.8% | -88.3% | +119.2% |
| 5Y | +103.2% | +152.7% | -49.5% | +94.3% |
| 10Y | +164.7% | -68.2% | +232.9% | +141.8% |
| All | +164.7% | -68.2% | +232.9% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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