+235.3%
SLV vs RIG
-44.3%
+279.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.1% | +2.3% |
| 7D | +2.8% | -8.2% | +11.0% | +3.4% |
| 30D | +2.2% | -0.2% | +2.4% | +2.2% |
| 3M | +2.9% | -2.7% | +5.6% | +3.0% |
| 6M | -22.4% | -7.5% | -15.0% | -22.3% |
| YTD | -5.7% | +38.3% | -44.0% | -7.8% |
| 1Y | +63.3% | +81.8% | -18.5% | +57.0% |
| 3Y | +189.0% | -30.2% | +219.2% | +187.8% |
| 5Y | +172.7% | +59.9% | +112.7% | +156.8% |
| 10Y | +235.3% | -41.9% | +277.2% | +205.4% |
| All | +235.3% | -44.3% | +279.6% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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