+239.3%
SLV vs CI
+833.9%
-594.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | +5.1% | -1.6% | +6.6% | +5.2% |
| 30D | -12.9% | +5.4% | -18.3% | -13.4% |
| 3M | -16.1% | +7.3% | -23.3% | -16.7% |
| 6M | -33.2% | +5.3% | -38.5% | -33.7% |
| YTD | -27.2% | +8.5% | -35.7% | -28.1% |
| 1Y | +7.6% | +17.1% | -9.5% | +5.5% |
| 3Y | +122.3% | +1.4% | +120.9% | +118.1% |
| 5Y | +109.7% | +50.5% | +59.2% | +95.4% |
| 10Y | +168.4% | +168.5% | -0.1% | +125.8% |
| All | +239.3% | +833.9% | -594.6% | +102.5% |
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