+97.5%
SLV vs SMR
-48.1%
+145.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -3.1% |
| 7D | +3.7% | -2.8% | +6.5% | +3.7% |
| 30D | -15.2% | -27.5% | +12.3% | -13.2% |
| 3M | -21.8% | -43.1% | +21.4% | -18.7% |
| 6M | -36.3% | -58.4% | +22.1% | -32.7% |
| YTD | -27.8% | -63.2% | +35.3% | -23.3% |
| 1Y | +1.5% | -81.6% | +83.1% | +11.3% |
| 3Y | +128.5% | +149.8% | -21.2% | +99.2% |
| All | +97.5% | -48.1% | +145.5% | +98.2% |
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