+98.8%
SLV vs S
-48.9%
+147.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.0% | -5.3% | +2.3% |
| 7D | +5.6% | +1.6% | +4.1% | +5.5% |
| 30D | -12.1% | -10.5% | -1.7% | -11.7% |
| 3M | -16.3% | +9.9% | -26.2% | -16.9% |
| 6M | -34.1% | +41.8% | -75.8% | -35.6% |
| YTD | -25.3% | +56.8% | -82.1% | -27.5% |
| 1Y | +9.6% | +39.0% | -29.4% | +6.9% |
| 3Y | +132.7% | +53.8% | +78.8% | +123.1% |
| 5Y | +113.7% | -68.6% | +182.3% | +115.0% |
| All | +98.8% | -48.9% | +147.6% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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