+175.9%
SLV vs SAN
+267.2%
-91.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +1.5% |
| 7D | +5.6% | +8.7% | -3.1% | +4.0% |
| 30D | -12.1% | -6.5% | -5.6% | -11.1% |
| 3M | -16.3% | -14.2% | -2.1% | -13.9% |
| 6M | -34.1% | +2.7% | -36.8% | -34.3% |
| YTD | -25.3% | +8.9% | -34.1% | -26.3% |
| 1Y | +9.6% | +23.4% | -13.8% | +6.3% |
| 3Y | +132.7% | +257.9% | -125.3% | +95.3% |
| 5Y | +113.7% | +297.8% | -184.1% | +73.3% |
| 10Y | +175.9% | +259.6% | -83.7% | +102.9% |
| All | +175.9% | +267.2% | -91.4% | +102.9% |
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