+175.9%
SLV vs CLF
+92.7%
+83.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.0% | -4.3% | +1.9% |
| 7D | +5.6% | -14.1% | +19.7% | +7.3% |
| 30D | -12.1% | -5.5% | -6.6% | -11.9% |
| 3M | -16.3% | 0.0% | -16.3% | -16.8% |
| 6M | -34.1% | +11.3% | -45.3% | -35.6% |
| YTD | -25.3% | -7.7% | -17.6% | -25.7% |
| 1Y | +9.6% | +17.5% | -7.9% | +6.2% |
| 3Y | +132.7% | -25.4% | +158.1% | +128.0% |
| 5Y | +113.7% | -46.0% | +159.6% | +110.3% |
| 10Y | +175.9% | +80.1% | +95.8% | +132.5% |
| All | +175.9% | +92.7% | +83.2% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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