+235.3%
SLV vs SMTC
+504.7%
-269.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | +2.8% | +22.5% | -19.7% | +0.5% |
| 30D | +2.2% | +24.9% | -22.7% | -0.5% |
| 3M | +2.9% | +4.1% | -1.2% | +1.4% |
| 6M | -22.4% | +92.6% | -115.0% | -28.2% |
| YTD | -5.7% | +122.5% | -128.2% | -14.0% |
| 1Y | +63.3% | +166.2% | -102.9% | +46.3% |
| 3Y | +189.0% | +577.2% | -388.2% | +128.4% |
| 5Y | +172.7% | +119.0% | +53.7% | +132.9% |
| 10Y | +235.3% | +527.9% | -292.6% | +163.2% |
| All | +235.3% | +504.7% | -269.4% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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