+182.0%
SLV vs RF
+219.4%
-37.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -3.9% | +0.4% | -4.2% | -3.9% |
| 30D | -15.6% | +5.6% | -21.2% | -16.0% |
| 3M | -23.6% | -8.9% | -14.7% | -23.1% |
| 6M | -42.6% | +7.1% | -49.6% | -42.9% |
| YTD | -30.0% | +8.3% | -38.3% | -30.5% |
| 1Y | -6.6% | +16.8% | -23.5% | -7.8% |
| 3Y | +121.8% | +115.0% | +6.8% | +108.6% |
| 5Y | +92.7% | +46.4% | +46.3% | +84.4% |
| All | +182.0% | +219.4% | -37.4% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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