+174.1%
SLV vs ICE
+241.0%
-66.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.5% |
| 7D | +5.6% | +1.0% | +4.6% | +5.5% |
| 30D | -12.1% | +11.4% | -23.5% | -14.0% |
| 3M | -16.3% | +16.2% | -32.5% | -18.8% |
| 6M | -34.1% | +12.5% | -46.5% | -35.7% |
| YTD | -25.3% | +8.6% | -33.8% | -26.9% |
| 1Y | +9.6% | +18.4% | -8.7% | +5.3% |
| 3Y | +132.7% | +66.4% | +66.2% | +107.3% |
| 5Y | +113.7% | +37.2% | +76.5% | +94.1% |
| All | +174.1% | +241.0% | -66.8% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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