+171.1%
SLV vs RF
+279.4%
-108.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +5.1% | -0.9% | +6.0% | +5.2% |
| 30D | -12.9% | +6.0% | -18.9% | -13.3% |
| 3M | -16.1% | -8.9% | -7.2% | -15.5% |
| 6M | -33.2% | +2.3% | -35.5% | -33.4% |
| YTD | -27.2% | +7.6% | -34.8% | -27.7% |
| 1Y | +7.6% | +21.2% | -13.5% | +6.0% |
| 3Y | +122.3% | +108.5% | +13.8% | +110.0% |
| 5Y | +109.7% | +43.2% | +66.5% | +101.4% |
| All | +171.1% | +279.4% | -108.3% | +160.0% |
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