+164.7%
SLV vs MAR
+528.1%
-363.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.8% |
| 7D | +3.7% | +2.9% | +0.8% | +3.3% |
| 30D | -15.2% | +17.0% | -32.2% | -16.7% |
| 3M | -21.8% | +23.2% | -44.9% | -23.7% |
| 6M | -36.3% | +21.7% | -58.1% | -37.9% |
| YTD | -27.8% | +38.9% | -66.7% | -30.8% |
| 1Y | +1.5% | +48.7% | -47.2% | -3.4% |
| 3Y | +128.5% | +122.9% | +5.6% | +106.5% |
| 5Y | +103.2% | +177.5% | -74.2% | +77.3% |
| 10Y | +164.7% | +537.5% | -372.9% | +119.0% |
| All | +164.7% | +528.1% | -363.4% | +119.0% |
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