+168.6%
SLV vs SGI
+397.2%
-228.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +0.6% |
| 7D | +5.1% | +1.0% | +4.1% | +5.0% |
| 30D | -12.9% | +3.9% | -16.8% | -13.4% |
| 3M | -16.1% | -0.8% | -15.3% | -16.1% |
| 6M | -33.2% | -18.0% | -15.2% | -31.8% |
| YTD | -27.2% | -27.6% | +0.4% | -24.7% |
| 1Y | +7.6% | -27.2% | +34.9% | +11.3% |
| 3Y | +122.3% | +76.0% | +46.4% | +107.3% |
| 5Y | +109.7% | +50.0% | +59.7% | +94.4% |
| All | +168.6% | +397.2% | -228.6% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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