+175.9%
SLV vs M
+3.7%
+172.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +2.4% |
| 7D | +5.6% | +2.5% | +3.1% | +5.5% |
| 30D | -12.1% | +10.1% | -22.2% | -12.4% |
| 3M | -16.3% | -0.9% | -15.3% | -16.3% |
| 6M | -34.1% | +30.2% | -64.2% | -34.7% |
| YTD | -25.3% | +16.3% | -41.6% | -25.8% |
| 1Y | +9.6% | +27.0% | -17.4% | +8.5% |
| 3Y | +132.7% | +154.5% | -21.8% | +125.1% |
| 5Y | +113.7% | -1.1% | +114.7% | +108.9% |
| 10Y | +175.9% | +0.5% | +175.4% | +149.1% |
| All | +175.9% | +3.7% | +172.2% | +149.1% |
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