+218.9%
SLV vs SAN
+338.5%
-119.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +2.5% | +3.3% | -0.8% | +1.9% |
| 30D | +3.3% | +1.1% | +2.2% | +3.0% |
| 3M | -3.6% | +22.2% | -25.8% | -6.9% |
| 6M | -21.8% | +36.0% | -57.8% | -25.7% |
| YTD | -7.8% | +28.2% | -36.1% | -11.7% |
| 1Y | +58.3% | +54.1% | +4.1% | +47.9% |
| 3Y | +182.6% | +354.2% | -171.7% | +128.0% |
| 5Y | +167.8% | +387.3% | -219.5% | +109.7% |
| 10Y | +218.9% | +334.8% | -116.0% | +130.6% |
| All | +218.9% | +338.5% | -119.7% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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