+219.9%
SLV vs CBOE
+368.5%
-148.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | -2.8% | -5.8% | +3.0% | -2.5% |
| 30D | -1.6% | -3.1% | +1.6% | -1.5% |
| 3M | -4.4% | -4.8% | +0.3% | -4.4% |
| 6M | -25.4% | -0.6% | -24.8% | -25.7% |
| YTD | -9.8% | +12.8% | -22.6% | -11.1% |
| 1Y | +53.8% | +19.8% | +34.0% | +50.7% |
| 3Y | +174.7% | +86.9% | +87.7% | +157.7% |
| 5Y | +164.3% | +136.5% | +27.8% | +141.4% |
| All | +219.9% | +368.5% | -148.6% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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