+105.4%
SLV vs ROIV
+270.3%
-164.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.6% |
| 7D | +5.1% | +5.3% | -0.2% | +4.7% |
| 30D | -12.9% | +11.9% | -24.8% | -13.6% |
| 3M | -16.1% | +10.7% | -26.8% | -16.8% |
| 6M | -33.2% | +34.9% | -68.1% | -34.7% |
| YTD | -27.2% | +79.2% | -106.4% | -30.1% |
| 1Y | +7.6% | +89.0% | -81.4% | +3.1% |
| 3Y | +122.3% | +337.3% | -215.0% | +105.2% |
| 5Y | +109.7% | +402.3% | -292.6% | +87.1% |
| All | +105.4% | +270.3% | -164.9% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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