+175.9%
SLV vs SO
+184.0%
-8.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | +5.6% | -1.1% | +6.7% | +5.8% |
| 30D | -12.1% | +8.6% | -20.7% | -13.5% |
| 3M | -16.3% | +1.8% | -18.1% | -16.6% |
| 6M | -34.1% | +3.6% | -37.7% | -34.7% |
| YTD | -25.3% | +9.9% | -35.2% | -26.8% |
| 1Y | +9.6% | +5.7% | +3.9% | +8.1% |
| 3Y | +132.7% | +52.5% | +80.2% | +112.6% |
| 5Y | +113.7% | +77.3% | +36.4% | +90.7% |
| 10Y | +175.9% | +186.8% | -10.9% | +133.3% |
| All | +175.9% | +184.0% | -8.1% | +133.3% |
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