+175.8%
SLV vs ROP
+185.2%
-9.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -5.8% | +0.7% | -6.6% | -5.9% |
| 30D | -12.1% | +28.8% | -40.9% | -14.3% |
| 3M | -24.1% | +21.1% | -45.2% | -25.5% |
| 6M | -44.4% | +52.5% | -96.9% | -46.9% |
| YTD | -31.5% | +8.9% | -40.4% | -31.9% |
| 1Y | -6.9% | +8.2% | -15.2% | -7.4% |
| 3Y | +116.0% | -5.2% | +121.2% | +118.4% |
| 5Y | +88.4% | +1.7% | +86.7% | +86.7% |
| All | +175.8% | +185.2% | -9.4% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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