+175.8%
SLV vs P
+652.0%
-476.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.0% |
| 7D | -5.8% | +11.6% | -17.5% | -7.0% |
| 30D | -12.1% | -23.7% | +11.5% | -9.8% |
| 3M | -24.1% | -8.0% | -16.1% | -24.1% |
| 6M | -44.4% | +27.9% | -72.3% | -46.8% |
| YTD | -31.5% | +61.2% | -92.7% | -36.1% |
| 1Y | -6.9% | +28.6% | -35.6% | -11.9% |
| 3Y | +116.0% | +200.5% | -84.5% | +84.1% |
| 5Y | +88.4% | +282.9% | -194.5% | +54.6% |
| All | +175.8% | +652.0% | -476.2% | +107.0% |
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