+164.7%
SLV vs CB
+246.9%
-82.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.6% |
| 7D | +3.7% | +0.7% | +3.0% | +3.6% |
| 30D | -15.2% | +8.2% | -23.3% | -15.7% |
| 3M | -21.8% | +6.3% | -28.1% | -22.2% |
| 6M | -36.3% | +16.2% | -52.5% | -37.3% |
| YTD | -27.8% | +19.3% | -47.2% | -29.3% |
| 1Y | +1.5% | +29.2% | -27.7% | -1.4% |
| 3Y | +128.5% | +71.4% | +57.1% | +113.3% |
| 5Y | +103.2% | +104.2% | -1.0% | +84.1% |
| 10Y | +164.7% | +246.7% | -82.0% | +123.7% |
| All | +164.7% | +246.9% | -82.2% | +123.7% |
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