+235.3%
SLV vs RUN
+43.6%
+191.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +6.8% | +2.6% |
| 7D | +2.8% | -1.8% | +4.6% | +2.9% |
| 30D | +2.2% | -10.8% | +13.0% | +3.0% |
| 3M | +2.9% | -30.2% | +33.1% | +5.2% |
| 6M | -22.4% | -22.3% | -0.1% | -21.3% |
| YTD | -5.7% | -52.2% | +46.4% | -2.0% |
| 1Y | +63.3% | -45.1% | +108.4% | +67.8% |
| 3Y | +189.0% | -37.1% | +226.1% | +174.6% |
| 5Y | +172.7% | -80.3% | +252.9% | +171.8% |
| 10Y | +235.3% | +45.2% | +190.1% | +181.2% |
| All | +235.3% | +43.6% | +191.7% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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