+183.2%
SLV vs P
+686.0%
-502.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.1% | -0.1% |
| 7D | -1.1% | -4.7% | +3.6% | -0.7% |
| 30D | -14.2% | -31.4% | +17.3% | -10.8% |
| 3M | -20.3% | -2.6% | -17.7% | -20.8% |
| 6M | -40.2% | +21.9% | -62.1% | -42.5% |
| YTD | -27.6% | +58.9% | -86.5% | -32.3% |
| 1Y | +0.4% | +21.7% | -21.3% | -4.4% |
| 3Y | +129.4% | +193.3% | -64.0% | +96.2% |
| 5Y | +99.8% | +275.1% | -175.3% | +64.6% |
| 10Y | +183.2% | +655.3% | -472.1% | +109.0% |
| All | +183.2% | +686.0% | -502.7% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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