+164.7%
SLV vs CASY
+539.5%
-374.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.5% |
| 7D | +3.7% | +5.0% | -1.3% | +3.3% |
| 30D | -15.2% | +8.2% | -23.3% | -15.7% |
| 3M | -21.8% | -18.2% | -3.6% | -20.6% |
| 6M | -36.3% | -18.6% | -17.7% | -35.4% |
| YTD | -27.8% | +26.8% | -54.6% | -29.7% |
| 1Y | +1.5% | +31.6% | -30.1% | -1.5% |
| 3Y | +128.5% | +156.5% | -28.0% | +109.5% |
| 5Y | +103.2% | +258.6% | -155.4% | +82.0% |
| 10Y | +164.7% | +550.3% | -385.6% | +132.3% |
| All | +164.7% | +539.5% | -374.8% | +132.3% |
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