+171.1%
SLV vs SO
+177.2%
-6.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | 0.0% |
| 7D | +5.1% | -1.5% | +6.6% | +5.3% |
| 30D | -12.9% | +8.1% | -21.0% | -14.2% |
| 3M | -16.1% | +0.2% | -16.3% | -16.2% |
| 6M | -33.2% | +0.4% | -33.6% | -33.4% |
| YTD | -27.2% | +8.5% | -35.7% | -28.6% |
| 1Y | +7.6% | +4.9% | +2.7% | +6.2% |
| 3Y | +122.3% | +47.9% | +74.4% | +104.3% |
| 5Y | +109.7% | +75.7% | +34.0% | +87.6% |
| All | +171.1% | +177.2% | -6.1% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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