+182.0%
SLV vs SHW
+340.1%
-158.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | -3.9% | +0.7% | -4.5% | -4.0% |
| 30D | -15.6% | +8.4% | -24.1% | -16.9% |
| 3M | -23.6% | -2.2% | -21.4% | -23.4% |
| 6M | -42.6% | +13.3% | -55.9% | -44.0% |
| YTD | -30.0% | +9.2% | -39.2% | -31.2% |
| 1Y | -6.6% | +2.9% | -9.5% | -7.4% |
| 3Y | +121.8% | +41.1% | +80.7% | +106.8% |
| 5Y | +92.7% | +11.0% | +81.7% | +84.8% |
| All | +182.0% | +340.1% | -158.1% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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