+219.9%
SLV vs SPYG
+424.6%
-204.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -2.8% | -0.9% | -2.0% | -2.5% |
| 30D | -1.6% | -1.5% | -0.1% | -1.0% |
| 3M | -4.4% | +3.7% | -8.2% | -5.6% |
| 6M | -25.4% | +16.4% | -41.8% | -29.0% |
| YTD | -9.8% | +13.3% | -23.1% | -13.2% |
| 1Y | +53.8% | +17.9% | +35.9% | +46.2% |
| 3Y | +174.7% | +98.3% | +76.3% | +121.5% |
| 5Y | +164.3% | +86.4% | +77.9% | +113.3% |
| All | +219.9% | +424.6% | -204.7% | +102.7% |
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