+175.8%
SLV vs INDA
+115.4%
+60.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -5.8% | +1.1% | -6.9% | -6.2% |
| 30D | -12.1% | +9.4% | -21.5% | -14.6% |
| 3M | -24.1% | +2.9% | -27.1% | -24.8% |
| 6M | -44.4% | +7.2% | -51.6% | -45.5% |
| YTD | -31.5% | -4.8% | -26.7% | -30.6% |
| 1Y | -6.9% | -5.1% | -1.9% | -5.6% |
| 3Y | +116.0% | +16.7% | +99.3% | +107.2% |
| 5Y | +88.4% | +8.8% | +79.7% | +83.0% |
| All | +175.8% | +115.4% | +60.4% | +130.0% |
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