+164.7%
SLV vs CSX
+416.0%
-251.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.6% |
| 7D | +3.7% | +0.7% | +2.9% | +3.5% |
| 30D | -15.2% | +8.1% | -23.2% | -16.2% |
| 3M | -21.8% | +2.2% | -24.0% | -22.1% |
| 6M | -36.3% | +14.6% | -50.9% | -37.8% |
| YTD | -27.8% | +42.2% | -70.0% | -31.6% |
| 1Y | +1.5% | +47.3% | -45.8% | -4.3% |
| 3Y | +128.5% | +73.5% | +55.0% | +108.9% |
| 5Y | +103.2% | +54.1% | +49.1% | +87.2% |
| 10Y | +164.7% | +409.0% | -244.3% | +121.6% |
| All | +164.7% | +416.0% | -251.3% | +121.6% |
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