+164.7%
SLV vs CF
+494.2%
-329.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -3.7% |
| 7D | +3.7% | +4.8% | -1.1% | +3.2% |
| 30D | -15.2% | +9.7% | -24.9% | -16.0% |
| 3M | -21.8% | +1.2% | -23.0% | -22.0% |
| 6M | -36.3% | +7.4% | -43.7% | -37.0% |
| YTD | -27.8% | +60.5% | -88.4% | -32.4% |
| 1Y | +1.5% | +50.7% | -49.2% | -4.4% |
| 3Y | +128.5% | +64.8% | +63.7% | +111.2% |
| 5Y | +103.2% | +115.8% | -12.6% | +80.4% |
| 10Y | +164.7% | +481.0% | -316.3% | +121.0% |
| All | +164.7% | +494.2% | -329.5% | +121.0% |
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