+175.9%
SLV vs SPG
+117.3%
+58.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.5% |
| 7D | +5.6% | +5.1% | +0.6% | +5.1% |
| 30D | -12.1% | +16.8% | -29.0% | -13.6% |
| 3M | -16.3% | +5.7% | -21.9% | -16.8% |
| 6M | -34.1% | +17.8% | -51.9% | -35.3% |
| YTD | -25.3% | +30.1% | -55.4% | -27.5% |
| 1Y | +9.6% | +32.8% | -23.2% | +6.1% |
| 3Y | +132.7% | +137.2% | -4.5% | +111.3% |
| 5Y | +113.7% | +81.5% | +32.2% | +96.9% |
| 10Y | +175.9% | +116.5% | +59.4% | +142.5% |
| All | +175.9% | +117.3% | +58.6% | +142.5% |
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