+182.0%
SLV vs SMTC
+351.6%
-169.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.8% |
| 7D | -3.9% | +30.5% | -34.3% | -6.7% |
| 30D | -15.6% | -30.9% | +15.2% | -12.9% |
| 3M | -23.6% | -14.7% | -8.9% | -23.3% |
| 6M | -42.6% | -9.6% | -33.0% | -43.1% |
| YTD | -30.0% | +62.1% | -92.0% | -34.5% |
| 1Y | -6.6% | +66.6% | -73.2% | -13.0% |
| 3Y | +121.8% | +718.1% | -596.3% | +72.8% |
| 5Y | +92.7% | +32.8% | +59.9% | +71.6% |
| All | +182.0% | +351.6% | -169.6% | +123.2% |
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