+171.1%
SLV vs RY
+360.6%
-189.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.3% |
| 7D | +5.1% | -0.9% | +6.0% | +5.4% |
| 30D | -12.9% | +5.9% | -18.8% | -14.5% |
| 3M | -16.1% | -4.3% | -11.8% | -14.9% |
| 6M | -33.2% | +12.1% | -45.3% | -35.7% |
| YTD | -27.2% | +20.3% | -47.5% | -31.3% |
| 1Y | +7.6% | +41.0% | -33.4% | -3.0% |
| 3Y | +122.3% | +157.5% | -35.2% | +67.7% |
| 5Y | +109.7% | +123.2% | -13.5% | +63.0% |
| All | +171.1% | +360.6% | -189.5% | +80.4% |
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