+235.3%
SLV vs RMD
+269.7%
-34.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | +2.8% | -4.7% | +7.5% | +3.4% |
| 30D | +2.2% | +0.2% | +2.0% | +2.2% |
| 3M | +2.9% | +12.0% | -9.1% | +1.3% |
| 6M | -22.4% | -12.5% | -9.9% | -21.3% |
| YTD | -5.7% | -7.9% | +2.2% | -4.8% |
| 1Y | +63.3% | -20.4% | +83.7% | +67.5% |
| 3Y | +189.0% | +53.1% | +135.9% | +172.3% |
| 5Y | +172.7% | -22.1% | +194.8% | +173.6% |
| 10Y | +235.3% | +275.4% | -40.1% | +199.7% |
| All | +235.3% | +269.7% | -34.4% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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