+219.9%
SLV vs SCHG
+459.0%
-239.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -2.8% | -1.0% | -1.8% | -2.5% |
| 30D | -1.6% | -1.3% | -0.3% | -1.1% |
| 3M | -4.4% | +5.4% | -9.9% | -6.1% |
| 6M | -25.4% | +14.4% | -39.8% | -28.4% |
| YTD | -9.8% | +8.0% | -17.8% | -11.7% |
| 1Y | +53.8% | +12.7% | +41.1% | +48.6% |
| 3Y | +174.7% | +85.6% | +89.1% | +127.8% |
| 5Y | +164.3% | +85.5% | +78.8% | +115.3% |
| All | +219.9% | +459.0% | -239.1% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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