+216.5%
SLV vs SCHW
+301.3%
-84.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.3% |
| 7D | -5.0% | -2.8% | -2.3% | -5.0% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | -0.3% | +20.6% | -20.9% | -0.8% |
| 6M | -28.2% | +15.9% | -44.2% | -28.5% |
| YTD | -10.7% | +8.5% | -19.2% | -11.0% |
| 1Y | +53.7% | +17.8% | +35.9% | +53.0% |
| 3Y | +173.7% | +88.5% | +85.1% | +170.7% |
| 5Y | +161.5% | +60.6% | +100.9% | +159.1% |
| All | +216.5% | +301.3% | -84.9% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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