+175.8%
SLV vs MO
+154.9%
+21.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | -5.8% | +3.3% | -9.2% | -5.9% |
| 30D | -12.1% | +7.5% | -19.7% | -12.1% |
| 3M | -24.1% | +22.8% | -46.9% | -24.3% |
| 6M | -44.4% | +13.4% | -57.7% | -44.5% |
| YTD | -31.5% | +43.0% | -74.5% | -32.6% |
| 1Y | -6.9% | +45.2% | -52.2% | -8.6% |
| 3Y | +116.0% | +145.5% | -29.5% | +100.8% |
| 5Y | +88.4% | +157.1% | -68.6% | +74.5% |
| All | +175.8% | +154.9% | +21.0% | +134.4% |
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