+164.7%
SLV vs O
+78.3%
+86.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | +3.7% | +3.5% | +0.1% | +2.9% |
| 30D | -15.2% | +10.4% | -25.6% | -17.0% |
| 3M | -21.8% | -2.4% | -19.3% | -21.4% |
| 6M | -36.3% | -1.2% | -35.1% | -36.3% |
| YTD | -27.8% | +10.4% | -38.3% | -29.7% |
| 1Y | +1.5% | +11.4% | -9.9% | -1.3% |
| 3Y | +128.5% | +40.4% | +88.1% | +109.7% |
| 5Y | +103.2% | +12.1% | +91.1% | +95.0% |
| 10Y | +164.7% | +82.7% | +82.0% | +133.3% |
| All | +164.7% | +78.3% | +86.4% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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