+175.9%
SLV vs CB
+246.2%
-70.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +5.6% | -1.5% | +7.1% | +5.8% |
| 30D | -12.1% | +6.5% | -18.6% | -12.6% |
| 3M | -16.3% | +4.1% | -20.3% | -16.6% |
| 6M | -34.1% | +14.4% | -48.5% | -35.0% |
| YTD | -25.3% | +17.5% | -42.8% | -26.7% |
| 1Y | +9.6% | +27.5% | -17.9% | +6.5% |
| 3Y | +132.7% | +71.6% | +61.1% | +117.0% |
| 5Y | +113.7% | +100.6% | +13.0% | +93.9% |
| 10Y | +175.9% | +243.0% | -67.1% | +133.0% |
| All | +175.9% | +246.2% | -70.3% | +133.0% |
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