+183.2%
SLV vs CI
+149.2%
+34.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -14.2% | +6.4% | -20.6% | -14.4% |
| 3M | -20.3% | +10.7% | -31.0% | -20.7% |
| 6M | -40.2% | +5.5% | -45.7% | -40.4% |
| YTD | -27.6% | +11.4% | -39.0% | -28.0% |
| 1Y | +0.4% | +15.0% | -14.6% | -0.3% |
| 3Y | +129.4% | +9.0% | +120.4% | +126.2% |
| 5Y | +99.8% | +52.0% | +47.8% | +91.3% |
| 10Y | +183.2% | +150.9% | +32.3% | +175.9% |
| All | +183.2% | +149.2% | +34.1% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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