+102.5%
SLV vs COMP
-52.0%
+154.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.7% | -10.9% | -0.9% |
| 7D | +5.1% | +13.4% | -8.4% | +4.1% |
| 30D | -12.9% | +11.1% | -24.0% | -13.7% |
| 3M | -16.1% | -18.8% | +2.8% | -15.1% |
| 6M | -33.2% | +10.5% | -43.7% | -34.0% |
| YTD | -27.2% | -3.4% | -23.8% | -27.9% |
| 1Y | +7.6% | +19.7% | -12.1% | +5.3% |
| 3Y | +122.3% | +381.6% | -259.3% | +96.5% |
| 5Y | +109.7% | -17.6% | +127.3% | +89.1% |
| All | +102.5% | -52.0% | +154.4% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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