+175.8%
SLV vs MAR
+529.3%
-353.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -5.8% | +1.6% | -7.5% | -6.0% |
| 30D | -12.1% | +13.8% | -25.9% | -13.5% |
| 3M | -24.1% | +20.3% | -44.4% | -25.8% |
| 6M | -44.4% | +21.3% | -65.7% | -45.7% |
| YTD | -31.5% | +37.2% | -68.7% | -34.2% |
| 1Y | -6.9% | +48.4% | -55.4% | -11.4% |
| 3Y | +116.0% | +120.1% | -4.1% | +95.2% |
| 5Y | +88.4% | +182.1% | -93.6% | +63.7% |
| All | +175.8% | +529.3% | -353.5% | +108.9% |
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