+216.5%
SLV vs MAR
+441.6%
-225.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.2% |
| 7D | -5.0% | -2.1% | -3.0% | -4.8% |
| 30D | -1.8% | -5.7% | +3.9% | -1.1% |
| 3M | -0.3% | -14.6% | +14.3% | +1.6% |
| 6M | -28.2% | +1.3% | -29.6% | -28.3% |
| YTD | -10.7% | +6.7% | -17.4% | -11.6% |
| 1Y | +53.7% | +26.4% | +27.3% | +49.2% |
| 3Y | +173.7% | +64.7% | +108.9% | +156.1% |
| 5Y | +161.5% | +153.1% | +8.4% | +130.6% |
| All | +216.5% | +441.6% | -225.2% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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