+413.4%
SLV vs CARR
+421.5%
-8.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.9% |
| 7D | -2.8% | -3.8% | +0.9% | -2.4% |
| 30D | -1.6% | -8.9% | +7.3% | -0.4% |
| 3M | -4.4% | -17.3% | +12.9% | -2.3% |
| 6M | -25.4% | -1.4% | -24.0% | -25.4% |
| YTD | -9.8% | +10.0% | -19.8% | -10.5% |
| 1Y | +53.8% | -6.4% | +60.1% | +54.7% |
| 3Y | +174.7% | +1.5% | +173.1% | +172.1% |
| 5Y | +164.3% | +9.3% | +155.0% | +156.3% |
| All | +413.4% | +421.5% | -8.1% | +418.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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