+235.3%
SLV vs CB
+219.8%
+15.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +2.8% | -0.5% | +3.3% | +2.8% |
| 30D | +2.2% | -3.1% | +5.3% | +2.5% |
| 3M | +2.9% | +4.2% | -1.3% | +2.3% |
| 6M | -22.4% | +4.7% | -27.1% | -22.9% |
| YTD | -5.7% | +8.8% | -14.6% | -6.9% |
| 1Y | +63.3% | +22.6% | +40.7% | +58.8% |
| 3Y | +189.0% | +70.6% | +118.4% | +168.3% |
| 5Y | +172.7% | +99.4% | +73.2% | +145.9% |
| 10Y | +235.3% | +223.5% | +11.8% | +170.0% |
| All | +235.3% | +219.8% | +15.5% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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