+183.2%
SLV vs M
-5.1%
+188.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -1.1% | -3.3% | +2.2% | -1.0% |
| 30D | -14.2% | +8.1% | -22.3% | -14.4% |
| 3M | -20.3% | +2.2% | -22.5% | -20.4% |
| 6M | -40.2% | +35.1% | -75.3% | -40.8% |
| YTD | -27.6% | +15.8% | -43.4% | -28.1% |
| 1Y | +0.4% | +25.8% | -25.4% | -0.6% |
| 3Y | +129.4% | +156.2% | -26.9% | +121.8% |
| 5Y | +99.8% | -2.4% | +102.1% | +95.3% |
| 10Y | +183.2% | -7.1% | +190.4% | +153.9% |
| All | +183.2% | -5.1% | +188.4% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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