+333.1%
SLV vs CI
+793.7%
-460.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | +6.7% | +4.4% | +2.2% | +6.2% |
| 3M | -10.7% | +0.7% | -11.3% | -10.9% |
| 6M | -20.6% | +0.3% | -20.9% | -20.8% |
| YTD | -7.1% | +3.8% | -11.0% | -7.8% |
| 1Y | +62.0% | -5.5% | +67.5% | +61.7% |
| 3Y | +169.8% | +8.1% | +161.7% | +162.6% |
| 5Y | +161.5% | +42.8% | +118.7% | +145.0% |
| 10Y | +224.4% | +143.9% | +80.5% | +175.9% |
| All | +333.1% | +793.7% | -460.6% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling