+235.3%
SLV vs SGI
+263.3%
-28.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.5% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | +2.2% | +5.5% | -3.3% | +1.5% |
| 3M | +2.9% | -3.6% | +6.5% | +3.2% |
| 6M | -22.4% | -15.0% | -7.4% | -21.2% |
| YTD | -5.7% | -23.0% | +17.3% | -3.2% |
| 1Y | +63.3% | -18.4% | +81.7% | +66.6% |
| 3Y | +189.0% | +57.8% | +131.2% | +172.4% |
| 5Y | +172.7% | +51.5% | +121.2% | +152.6% |
| 10Y | +235.3% | +275.2% | -39.9% | +167.7% |
| All | +235.3% | +263.3% | -28.0% | +167.7% |
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