+157.9%
SLV vs SMR
+7.6%
+150.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.3% | +5.6% | +2.5% |
| 7D | +2.8% | +13.1% | -10.3% | +1.7% |
| 30D | +2.2% | +17.8% | -15.6% | +0.7% |
| 3M | +2.9% | +8.1% | -5.2% | +1.7% |
| 6M | -22.4% | -11.1% | -11.3% | -22.6% |
| YTD | -5.7% | -23.7% | +18.0% | -5.0% |
| 1Y | +63.3% | -69.4% | +132.7% | +71.1% |
| 3Y | +189.0% | +82.6% | +106.4% | +156.9% |
| All | +157.9% | +7.6% | +150.4% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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