+175.9%
SLV vs P
+748.5%
-572.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.3% | -3.6% | +2.0% |
| 7D | +5.6% | -9.6% | +15.3% | +6.6% |
| 30D | -12.1% | -33.4% | +21.3% | -8.4% |
| 3M | -16.3% | +14.2% | -30.5% | -18.4% |
| 6M | -34.1% | +31.6% | -65.6% | -37.1% |
| YTD | -25.3% | +53.5% | -78.7% | -29.9% |
| 1Y | +9.6% | +14.2% | -4.6% | +5.1% |
| 3Y | +132.7% | +190.5% | -57.8% | +99.8% |
| 5Y | +113.7% | +256.3% | -142.7% | +77.5% |
| 10Y | +175.9% | +707.9% | -532.0% | +106.1% |
| All | +175.9% | +748.5% | -572.6% | +106.1% |
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