+175.8%
SLV vs CASY
+555.0%
-379.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -5.8% | +3.6% | -9.4% | -6.1% |
| 30D | -12.1% | +9.1% | -21.2% | -12.7% |
| 3M | -24.1% | -16.5% | -7.6% | -23.1% |
| 6M | -44.4% | -19.7% | -24.7% | -43.5% |
| YTD | -31.5% | +29.3% | -60.8% | -33.4% |
| 1Y | -6.9% | +33.1% | -40.1% | -9.8% |
| 3Y | +116.0% | +158.5% | -42.5% | +97.3% |
| 5Y | +88.4% | +266.7% | -178.3% | +67.7% |
| All | +175.8% | +555.0% | -379.2% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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