+164.7%
SLV vs RUN
+94.0%
+70.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -10.6% | +7.1% | -2.7% |
| 7D | +3.7% | +0.3% | +3.3% | +3.5% |
| 30D | -15.2% | +14.0% | -29.2% | -16.1% |
| 3M | -21.8% | -11.8% | -10.0% | -21.3% |
| 6M | -36.3% | -40.4% | +4.0% | -34.3% |
| YTD | -27.8% | -52.7% | +24.8% | -25.0% |
| 1Y | +1.5% | -52.5% | +54.0% | +5.3% |
| 3Y | +128.5% | -7.7% | +136.2% | +111.5% |
| 5Y | +103.2% | -83.9% | +187.1% | +106.2% |
| 10Y | +164.7% | +84.9% | +79.8% | +123.9% |
| All | +164.7% | +94.0% | +70.7% | +123.9% |
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