+171.1%
SLV vs CB
+248.0%
-76.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +5.1% | +0.2% | +4.8% | +5.1% |
| 30D | -12.9% | +9.1% | -22.0% | -13.5% |
| 3M | -16.1% | +3.4% | -19.5% | -16.3% |
| 6M | -33.2% | +14.1% | -47.3% | -34.1% |
| YTD | -27.2% | +18.0% | -45.3% | -28.6% |
| 1Y | +7.6% | +30.1% | -22.5% | +4.4% |
| 3Y | +122.3% | +71.8% | +50.6% | +107.4% |
| 5Y | +109.7% | +101.8% | +7.9% | +90.2% |
| All | +171.1% | +248.0% | -76.9% | +132.4% |
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