+175.8%
SLV vs RIG
-46.1%
+221.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.5% |
| 7D | -5.8% | +5.7% | -11.6% | -6.2% |
| 30D | -12.1% | -0.7% | -11.4% | -12.3% |
| 3M | -24.1% | -3.1% | -21.0% | -24.2% |
| 6M | -44.4% | -16.3% | -28.1% | -44.0% |
| YTD | -31.5% | +34.1% | -65.6% | -33.0% |
| 1Y | -6.9% | +38.2% | -45.1% | -9.2% |
| 3Y | +116.0% | -15.3% | +131.3% | +112.8% |
| 5Y | +88.4% | +62.5% | +26.0% | +77.3% |
| All | +175.8% | -46.1% | +221.9% | +159.1% |
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