+175.9%
SLV vs CSX
+436.1%
-260.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.3% |
| 7D | +5.6% | -2.2% | +7.8% | +6.0% |
| 30D | -12.1% | +6.8% | -18.9% | -13.0% |
| 3M | -16.3% | +0.7% | -17.0% | -16.4% |
| 6M | -34.1% | +13.3% | -47.3% | -35.4% |
| YTD | -25.3% | +40.5% | -65.8% | -29.0% |
| 1Y | +9.6% | +44.7% | -35.1% | +3.6% |
| 3Y | +132.7% | +74.5% | +58.2% | +112.5% |
| 5Y | +113.7% | +52.0% | +61.7% | +97.2% |
| 10Y | +175.9% | +412.6% | -236.8% | +129.8% |
| All | +175.9% | +436.1% | -260.2% | +129.8% |
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