+235.3%
SLV vs IT
+88.4%
+146.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.4% |
| 7D | +2.8% | -9.1% | +11.9% | +3.5% |
| 30D | +2.2% | -12.2% | +14.4% | +3.1% |
| 3M | +2.9% | +7.8% | -4.9% | +2.0% |
| 6M | -22.4% | +2.0% | -24.4% | -22.9% |
| YTD | -5.7% | -32.7% | +27.0% | -2.7% |
| 1Y | +63.3% | -31.1% | +94.4% | +67.6% |
| 3Y | +189.0% | -52.1% | +241.1% | +206.8% |
| 5Y | +172.7% | -46.3% | +218.9% | +182.7% |
| 10Y | +235.3% | +91.4% | +143.9% | +205.6% |
| All | +235.3% | +88.4% | +146.8% | +205.6% |
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