+214.0%
SLV vs CF
+569.3%
-355.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.9% |
| 7D | -0.3% | +6.0% | -6.3% | -0.9% |
| 30D | +6.7% | +14.8% | -8.2% | +5.2% |
| 3M | -10.7% | +14.1% | -24.7% | -11.9% |
| 6M | -20.6% | +28.5% | -49.1% | -23.6% |
| YTD | -7.1% | +74.9% | -82.1% | -13.6% |
| 1Y | +62.0% | +61.7% | +0.3% | +51.8% |
| 3Y | +169.8% | +80.3% | +89.5% | +147.5% |
| 5Y | +161.5% | +226.0% | -64.5% | +122.7% |
| All | +214.0% | +569.3% | -355.3% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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