+183.2%
SLV vs CHD
+196.6%
-13.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.4% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -14.2% | +12.2% | -26.3% | -14.8% |
| 3M | -20.3% | +9.3% | -29.6% | -20.8% |
| 6M | -40.2% | +24.3% | -64.5% | -41.1% |
| YTD | -27.6% | +34.9% | -62.4% | -29.0% |
| 1Y | +0.4% | +32.7% | -32.3% | -1.4% |
| 3Y | +129.4% | +29.4% | +99.9% | +123.1% |
| 5Y | +99.8% | +31.7% | +68.1% | +91.6% |
| 10Y | +183.2% | +191.7% | -8.4% | +153.3% |
| All | +183.2% | +196.6% | -13.3% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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