+219.9%
SLV vs CMI
+516.5%
-296.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -1.6% | -12.4% | +10.8% | +1.3% |
| 3M | -4.4% | -14.8% | +10.3% | -1.3% |
| 6M | -25.4% | +0.8% | -26.2% | -25.5% |
| YTD | -9.8% | +10.2% | -20.0% | -10.6% |
| 1Y | +53.8% | +37.4% | +16.4% | +47.4% |
| 3Y | +174.7% | +153.3% | +21.4% | +139.4% |
| 5Y | +164.3% | +167.6% | -3.3% | +126.7% |
| All | +219.9% | +516.5% | -296.6% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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