+175.8%
SLV vs CBOE
+524.9%
-349.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.3% |
| 7D | -5.8% | +6.3% | -12.1% | -6.1% |
| 30D | -12.1% | +24.9% | -37.1% | -13.1% |
| 3M | -24.1% | +28.5% | -52.6% | -25.1% |
| 6M | -44.4% | +2.9% | -47.3% | -44.4% |
| YTD | -31.5% | +50.7% | -82.2% | -33.5% |
| 1Y | -6.9% | +45.5% | -52.4% | -9.4% |
| 3Y | +116.0% | +116.3% | -0.3% | +102.3% |
| 5Y | +88.4% | +204.3% | -115.9% | +69.7% |
| All | +175.8% | +524.9% | -349.1% | +131.0% |
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