+219.9%
SLV vs MTCH
+208.0%
+11.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | -2.8% | +1.3% | -4.1% | -2.9% |
| 30D | -1.6% | +15.9% | -17.5% | -2.8% |
| 3M | -4.4% | +23.3% | -27.7% | -6.3% |
| 6M | -25.4% | +40.1% | -65.5% | -27.7% |
| YTD | -9.8% | +33.6% | -43.4% | -12.3% |
| 1Y | +53.8% | +14.1% | +39.7% | +51.4% |
| 3Y | +174.7% | +1.4% | +173.2% | +169.8% |
| 5Y | +164.3% | -73.1% | +237.4% | +182.2% |
| All | +219.9% | +208.0% | +11.8% | +170.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling