+214.0%
SLV vs SW
+147.8%
+66.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -0.3% | -5.1% | +4.8% | +0.1% |
| 30D | +6.7% | -4.6% | +11.3% | +7.0% |
| 3M | -10.7% | +9.4% | -20.1% | -11.4% |
| 6M | -20.6% | +3.5% | -24.1% | -21.1% |
| YTD | -7.1% | +22.0% | -29.2% | -8.6% |
| 1Y | +62.0% | +2.2% | +59.8% | +60.7% |
| 3Y | +169.8% | +19.6% | +150.2% | +163.8% |
| 5Y | +161.5% | -2.3% | +163.8% | +154.7% |
| All | +214.0% | +147.8% | +66.2% | +177.6% |
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