+171.1%
SLV vs LIN
+424.3%
-253.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +5.1% | +0.2% | +4.9% | +5.1% |
| 30D | -12.9% | +6.5% | -19.4% | -14.3% |
| 3M | -16.1% | +5.5% | -21.6% | -17.2% |
| 6M | -33.2% | +3.3% | -36.5% | -33.8% |
| YTD | -27.2% | +22.0% | -49.3% | -30.7% |
| 1Y | +7.6% | +25.7% | -18.1% | +1.8% |
| 3Y | +122.3% | +36.2% | +86.1% | +105.1% |
| 5Y | +109.7% | +66.1% | +43.6% | +82.7% |
| All | +171.1% | +424.3% | -253.2% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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