+218.9%
SLV vs SPY
+311.3%
-92.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +3.3% | -0.9% | +4.2% | +3.7% |
| 3M | -3.6% | +3.9% | -7.5% | -5.0% |
| 6M | -21.8% | +14.5% | -36.3% | -25.6% |
| YTD | -7.8% | +12.9% | -20.8% | -11.7% |
| 1Y | +58.3% | +19.4% | +38.9% | +48.7% |
| 3Y | +182.6% | +78.5% | +104.1% | +129.7% |
| 5Y | +167.8% | +81.8% | +86.0% | +113.7% |
| 10Y | +218.9% | +311.5% | -92.7% | +99.8% |
| All | +218.9% | +311.3% | -92.5% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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