+182.0%
SLV vs SBAC
+110.3%
+71.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.0% |
| 7D | -3.9% | -3.4% | -0.5% | -3.3% |
| 30D | -15.6% | +2.6% | -18.3% | -16.0% |
| 3M | -23.6% | +2.6% | -26.2% | -24.0% |
| 6M | -42.6% | -11.5% | -31.0% | -41.7% |
| YTD | -30.0% | -1.6% | -28.3% | -30.3% |
| 1Y | -6.6% | -5.1% | -1.5% | -6.6% |
| 3Y | +121.8% | -9.3% | +131.2% | +121.3% |
| 5Y | +92.7% | -41.0% | +133.6% | +104.5% |
| All | +182.0% | +110.3% | +71.7% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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