+227.8%
SLV vs MTB
+173.3%
+54.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +2.5% | +2.8% | -0.3% | +2.4% |
| 30D | +3.3% | -4.2% | +7.4% | +3.4% |
| 3M | -3.6% | +7.8% | -11.4% | -4.0% |
| 6M | -21.8% | +14.8% | -36.6% | -22.4% |
| YTD | -7.8% | +20.8% | -28.6% | -8.7% |
| 1Y | +58.3% | +23.1% | +35.2% | +56.6% |
| 3Y | +182.6% | +114.8% | +67.8% | +172.7% |
| 5Y | +167.8% | +103.3% | +64.5% | +159.3% |
| All | +227.8% | +173.3% | +54.5% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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