+182.0%
SLV vs SPG
+114.5%
+67.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -3.9% | +3.1% | -7.0% | -4.2% |
| 30D | -15.6% | +16.4% | -32.1% | -17.0% |
| 3M | -23.6% | +7.1% | -30.7% | -24.2% |
| 6M | -42.6% | +16.1% | -58.6% | -43.6% |
| YTD | -30.0% | +30.4% | -60.4% | -32.1% |
| 1Y | -6.6% | +33.0% | -39.6% | -9.7% |
| 3Y | +121.8% | +134.6% | -12.8% | +101.6% |
| 5Y | +92.7% | +84.9% | +7.8% | +77.2% |
| All | +182.0% | +114.5% | +67.5% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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