+171.1%
SLV vs P
+713.7%
-542.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | -0.5% |
| 7D | +5.1% | -23.8% | +28.9% | +8.0% |
| 30D | -12.9% | -36.6% | +23.7% | -8.7% |
| 3M | -16.1% | +10.9% | -27.0% | -17.9% |
| 6M | -33.2% | +30.0% | -63.2% | -36.1% |
| YTD | -27.2% | +44.4% | -71.6% | -31.2% |
| 1Y | +7.6% | +3.9% | +3.7% | +4.2% |
| 3Y | +122.3% | +176.6% | -54.2% | +92.0% |
| 5Y | +109.7% | +249.3% | -139.6% | +74.7% |
| All | +171.1% | +713.7% | -542.6% | +104.9% |
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