+87.5%
SLV vs SMR
-53.6%
+141.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.9% |
| 7D | -5.8% | -8.3% | +2.4% | -5.2% |
| 30D | -12.1% | -20.1% | +7.9% | -10.8% |
| 3M | -24.1% | -52.7% | +28.6% | -20.0% |
| 6M | -44.4% | -61.0% | +16.7% | -40.8% |
| YTD | -31.5% | -67.1% | +35.6% | -26.5% |
| 1Y | -6.9% | -79.9% | +72.9% | +2.0% |
| 3Y | +116.0% | +101.7% | +14.3% | +91.3% |
| All | +87.5% | -53.6% | +141.1% | +89.9% |
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