+183.2%
SLV vs SM
+10.6%
+172.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | +0.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | -14.2% | -17.3% | +3.2% | -13.7% |
| 3M | -20.3% | -3.6% | -16.7% | -20.4% |
| 6M | -40.2% | +2.9% | -43.1% | -40.5% |
| YTD | -27.6% | +70.2% | -97.8% | -29.8% |
| 1Y | +0.4% | +66.5% | -66.1% | -2.6% |
| 3Y | +129.4% | -8.2% | +137.6% | +126.4% |
| 5Y | +99.8% | -1.5% | +101.3% | +95.4% |
| 10Y | +183.2% | +11.9% | +171.3% | +155.1% |
| All | +183.2% | +10.6% | +172.7% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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