+329.8%
SLV vs MTCH
+516.8%
-187.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +2.5% | -1.8% | +4.3% | +2.6% |
| 30D | +3.3% | +10.4% | -7.2% | +2.4% |
| 3M | -3.6% | +21.0% | -24.6% | -5.1% |
| 6M | -21.8% | +36.6% | -58.4% | -23.8% |
| YTD | -7.8% | +29.7% | -37.5% | -9.9% |
| 1Y | +58.3% | +8.6% | +49.7% | +56.6% |
| 3Y | +182.6% | -2.7% | +185.3% | +178.9% |
| 5Y | +167.8% | -72.9% | +240.7% | +183.7% |
| 10Y | +218.9% | +185.0% | +33.8% | +184.3% |
| All | +329.8% | +516.8% | -187.0% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MTCH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling