+216.5%
SLV vs MO
+114.1%
+102.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.3% |
| 7D | -5.0% | -1.0% | -4.0% | -5.0% |
| 30D | -1.8% | +5.8% | -7.6% | -1.9% |
| 3M | -0.3% | -4.5% | +4.3% | -0.2% |
| 6M | -28.2% | +5.7% | -33.9% | -28.6% |
| YTD | -10.7% | +23.1% | -33.9% | -12.2% |
| 1Y | +53.7% | +10.9% | +42.8% | +52.3% |
| 3Y | +173.7% | +96.1% | +77.5% | +156.1% |
| 5Y | +161.5% | +100.1% | +61.4% | +143.6% |
| All | +216.5% | +114.1% | +102.4% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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