+218.9%
SLV vs COP
+338.9%
-120.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +3.3% | +15.6% | -12.3% | +1.4% |
| 3M | -3.6% | +14.3% | -17.9% | -5.3% |
| 6M | -21.8% | +17.0% | -38.8% | -23.9% |
| YTD | -7.8% | +47.4% | -55.3% | -13.2% |
| 1Y | +58.3% | +52.4% | +5.9% | +48.2% |
| 3Y | +182.6% | +20.8% | +161.8% | +170.9% |
| 5Y | +167.8% | +191.7% | -23.9% | +129.2% |
| 10Y | +218.9% | +325.1% | -106.2% | +149.5% |
| All | +218.9% | +338.9% | -120.0% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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