+164.7%
SLV vs IT
+88.3%
+76.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.4% |
| 7D | +3.7% | -7.5% | +11.1% | +4.2% |
| 30D | -15.2% | -1.2% | -14.0% | -15.2% |
| 3M | -21.8% | -2.2% | -19.6% | -21.9% |
| 6M | -36.3% | +19.1% | -55.4% | -37.6% |
| YTD | -27.8% | -25.1% | -2.7% | -26.3% |
| 1Y | +1.5% | -17.4% | +18.9% | +2.5% |
| 3Y | +128.5% | -54.1% | +182.6% | +145.0% |
| 5Y | +103.2% | -42.7% | +145.9% | +109.8% |
| 10Y | +164.7% | +88.1% | +76.5% | +139.0% |
| All | +164.7% | +88.3% | +76.4% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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