+221.3%
SLV vs CME
+286.7%
-65.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | -1.6% | +1.2% | -0.2% |
| 30D | +6.7% | +6.2% | +0.5% | +5.9% |
| 3M | -10.7% | +10.4% | -21.1% | -11.9% |
| 6M | -20.6% | -9.5% | -11.1% | -19.8% |
| YTD | -7.1% | +6.0% | -13.2% | -8.2% |
| 1Y | +62.0% | +9.3% | +52.7% | +59.4% |
| 3Y | +169.8% | +57.7% | +112.2% | +150.7% |
| 5Y | +161.5% | +77.7% | +83.8% | +136.8% |
| All | +221.3% | +286.7% | -65.4% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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