+175.8%
SLV vs CSX
+415.8%
-240.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -5.8% | +6.0% | -11.8% | -6.6% |
| 30D | -12.1% | +7.8% | -19.9% | -13.2% |
| 3M | -24.1% | +4.1% | -28.2% | -24.6% |
| 6M | -44.4% | +17.9% | -62.3% | -45.9% |
| YTD | -31.5% | +44.9% | -76.4% | -35.3% |
| 1Y | -6.9% | +51.1% | -58.1% | -12.6% |
| 3Y | +116.0% | +78.3% | +37.7% | +96.6% |
| 5Y | +88.4% | +58.1% | +30.3% | +72.9% |
| All | +175.8% | +415.8% | -240.0% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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