+175.8%
SLV vs SLB
-12.7%
+188.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -5.8% | +3.5% | -9.4% | -6.3% |
| 30D | -12.1% | +6.5% | -18.6% | -13.0% |
| 3M | -24.1% | -0.2% | -23.9% | -24.2% |
| 6M | -44.4% | -5.7% | -38.7% | -44.1% |
| YTD | -31.5% | +36.8% | -68.3% | -34.2% |
| 1Y | -6.9% | +45.8% | -52.7% | -11.4% |
| 3Y | +116.0% | +3.4% | +112.6% | +112.2% |
| 5Y | +88.4% | +76.1% | +12.3% | +71.9% |
| All | +175.8% | -12.7% | +188.6% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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