+214.0%
SLV vs RY
+373.9%
-159.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.3% | +3.1% | -3.4% | -1.3% |
| 30D | +6.7% | -0.3% | +7.0% | +6.7% |
| 3M | -10.7% | +8.7% | -19.4% | -13.2% |
| 6M | -20.6% | +28.5% | -49.1% | -26.9% |
| YTD | -7.1% | +25.1% | -32.3% | -13.6% |
| 1Y | +62.0% | +46.3% | +15.7% | +44.1% |
| 3Y | +169.8% | +154.9% | +14.9% | +103.0% |
| 5Y | +161.5% | +140.3% | +21.2% | +98.5% |
| All | +214.0% | +373.9% | -159.9% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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