+219.9%
SLV vs CHTR
-44.7%
+264.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.9% |
| 7D | -2.8% | -4.1% | +1.3% | -2.6% |
| 30D | -1.6% | -3.0% | +1.4% | -1.6% |
| 3M | -4.4% | +4.8% | -9.2% | -5.1% |
| 6M | -25.4% | -35.0% | +9.6% | -23.7% |
| YTD | -9.8% | -30.2% | +20.4% | -8.4% |
| 1Y | +53.8% | -44.8% | +98.6% | +59.8% |
| 3Y | +174.7% | -66.6% | +241.2% | +197.4% |
| 5Y | +164.3% | -81.5% | +245.8% | +208.7% |
| All | +219.9% | -44.7% | +264.6% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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