+216.5%
SLV vs INDA
+83.0%
+133.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.2% | -4.9% |
| 7D | -5.0% | -3.6% | -1.4% | -3.9% |
| 30D | -1.8% | -4.0% | +2.2% | -0.5% |
| 3M | -0.3% | +1.7% | -2.0% | -0.7% |
| 6M | -28.2% | -3.6% | -24.6% | -27.3% |
| YTD | -10.7% | -11.0% | +0.2% | -7.6% |
| 1Y | +53.7% | -9.5% | +63.2% | +58.4% |
| 3Y | +173.7% | +7.6% | +166.0% | +168.7% |
| 5Y | +161.5% | +4.8% | +156.7% | +157.3% |
| All | +216.5% | +83.0% | +133.5% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded INDA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling