+93.4%
SLV vs ROIV
+276.5%
-183.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -5.8% | +1.7% | -7.5% | -6.0% |
| 30D | -12.1% | +17.6% | -29.7% | -13.1% |
| 3M | -24.1% | +9.0% | -33.1% | -24.7% |
| 6M | -44.4% | +35.3% | -79.7% | -45.7% |
| YTD | -31.5% | +82.2% | -113.7% | -34.2% |
| 1Y | -6.9% | +92.3% | -99.2% | -10.9% |
| 3Y | +116.0% | +336.8% | -220.8% | +99.2% |
| 5Y | +88.4% | +370.6% | -282.2% | +67.7% |
| All | +93.4% | +276.5% | -183.1% | +77.6% |
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