+218.9%
SLV vs SAP
+173.6%
+45.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | +3.3% | +2.6% | +0.7% | +2.7% |
| 3M | -3.6% | +16.3% | -19.8% | -6.9% |
| 6M | -21.8% | +6.4% | -28.2% | -23.3% |
| YTD | -7.8% | -11.4% | +3.6% | -6.3% |
| 1Y | +58.3% | -20.4% | +78.7% | +64.8% |
| 3Y | +182.6% | +56.5% | +126.1% | +145.2% |
| 5Y | +167.8% | +56.8% | +111.0% | +127.2% |
| 10Y | +218.9% | +176.2% | +42.7% | +124.8% |
| All | +218.9% | +173.6% | +45.2% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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