+214.0%
SLV vs P
+732.0%
-518.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -0.3% | +6.5% | -6.9% | -1.0% |
| 30D | +6.7% | +18.8% | -12.1% | +4.2% |
| 3M | -10.7% | +26.7% | -37.4% | -13.5% |
| 6M | -20.6% | +62.2% | -82.8% | -25.4% |
| YTD | -7.1% | +48.5% | -55.6% | -11.9% |
| 1Y | +62.0% | +26.4% | +35.6% | +55.0% |
| 3Y | +169.8% | +159.4% | +10.4% | +136.6% |
| 5Y | +161.5% | +275.8% | -114.3% | +118.9% |
| All | +214.0% | +732.0% | -518.0% | +142.9% |
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