+183.2%
SLV vs INDA
+112.6%
+70.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | +3.1% | -4.2% | -2.0% |
| 30D | -14.2% | +11.3% | -25.4% | -17.0% |
| 3M | -20.3% | +3.0% | -23.3% | -21.1% |
| 6M | -40.2% | +6.5% | -46.7% | -41.3% |
| YTD | -27.6% | -4.6% | -23.0% | -26.7% |
| 1Y | +0.4% | -5.8% | +6.2% | +2.0% |
| 3Y | +129.4% | +16.8% | +112.6% | +119.9% |
| 5Y | +99.8% | +10.4% | +89.4% | +93.3% |
| 10Y | +183.2% | +116.8% | +66.4% | +135.6% |
| All | +183.2% | +112.6% | +70.7% | +135.6% |
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