+235.3%
SLV vs ICE
+215.5%
+19.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | +2.8% | -0.9% | +3.6% | +3.0% |
| 30D | +2.2% | +4.0% | -1.8% | +1.4% |
| 3M | +2.9% | +11.0% | -8.1% | +0.7% |
| 6M | -22.4% | -5.0% | -17.5% | -21.9% |
| YTD | -5.7% | -2.7% | -3.0% | -5.8% |
| 1Y | +63.3% | -8.6% | +71.9% | +65.2% |
| 3Y | +189.0% | +41.4% | +147.6% | +166.1% |
| 5Y | +172.7% | +39.9% | +132.8% | +147.6% |
| 10Y | +235.3% | +214.9% | +20.4% | +188.2% |
| All | +235.3% | +215.5% | +19.8% | +188.2% |
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