+171.4%
SLV vs SW
+185.4%
-14.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -0.7% | +4.7% | -5.4% | -1.1% |
| 30D | -15.4% | +5.0% | -20.4% | -15.7% |
| 3M | -16.3% | -7.3% | -9.0% | -15.9% |
| 6M | -28.8% | +15.0% | -43.8% | -29.6% |
| YTD | -27.1% | +18.5% | -45.7% | -28.1% |
| 1Y | +7.5% | +27.1% | -19.6% | +5.7% |
| 3Y | +121.2% | +49.3% | +71.8% | +115.1% |
| 5Y | +110.0% | -1.6% | +111.6% | +104.9% |
| All | +171.4% | +185.4% | -14.0% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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