+262.3%
SLV vs SITM
+4,789.7%
-4,527.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.5% | +0.7% |
| 7D | -2.8% | +3.9% | -6.7% | -3.1% |
| 30D | -1.6% | -6.6% | +5.0% | -1.2% |
| 3M | -4.4% | -11.9% | +7.4% | -4.3% |
| 6M | -25.4% | +81.1% | -106.5% | -29.1% |
| YTD | -9.8% | +80.0% | -89.8% | -14.7% |
| 1Y | +53.8% | +145.8% | -92.0% | +41.5% |
| 3Y | +174.7% | +475.9% | -301.2% | +131.3% |
| 5Y | +164.3% | +189.2% | -24.9% | +121.7% |
| All | +262.3% | +4,789.7% | -4,527.3% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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