+234.2%
SLV vs INDA
+85.1%
+149.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.1% | +2.5% |
| 7D | +2.8% | -2.6% | +5.4% | +3.6% |
| 30D | +2.2% | -2.9% | +5.1% | +3.1% |
| 3M | +2.9% | +2.4% | +0.5% | +2.2% |
| 6M | -22.4% | -2.6% | -19.8% | -21.7% |
| YTD | -5.7% | -10.0% | +4.2% | -2.8% |
| 1Y | +63.3% | -7.7% | +71.0% | +67.3% |
| 3Y | +189.0% | +8.9% | +180.1% | +182.7% |
| 5Y | +172.7% | +6.0% | +166.7% | +167.3% |
| All | +234.2% | +85.1% | +149.1% | +182.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling