+175.8%
SLV vs CB
+250.2%
-74.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -5.8% | +2.9% | -8.8% | -6.1% |
| 30D | -12.1% | +7.3% | -19.4% | -12.6% |
| 3M | -24.1% | +9.4% | -33.5% | -24.7% |
| 6M | -44.4% | +19.6% | -64.0% | -45.4% |
| YTD | -31.5% | +21.5% | -53.0% | -33.0% |
| 1Y | -6.9% | +28.0% | -34.9% | -9.5% |
| 3Y | +116.0% | +74.9% | +41.1% | +101.3% |
| 5Y | +88.4% | +108.1% | -19.7% | +70.4% |
| All | +175.8% | +250.2% | -74.4% | +132.5% |
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