+175.8%
SLV vs SPYG
+393.2%
-217.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -5.8% | +2.3% | -8.2% | -6.7% |
| 30D | -12.1% | -6.5% | -5.7% | -9.8% |
| 3M | -24.1% | -6.8% | -17.3% | -21.9% |
| 6M | -44.4% | -3.1% | -41.2% | -43.4% |
| YTD | -31.5% | +8.0% | -39.5% | -32.7% |
| 1Y | -6.9% | +10.2% | -17.2% | -9.2% |
| 3Y | +116.0% | +91.0% | +25.0% | +77.4% |
| 5Y | +88.4% | +67.7% | +20.7% | +58.1% |
| All | +175.8% | +393.2% | -217.4% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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