+216.5%
SLV vs TAP
-50.5%
+267.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -5.0% | -5.3% | +0.2% | -4.6% |
| 30D | -1.8% | -7.4% | +5.6% | -1.2% |
| 3M | -0.3% | -4.9% | +4.6% | 0.0% |
| 6M | -28.2% | -14.2% | -14.0% | -27.4% |
| YTD | -10.7% | -14.8% | +4.1% | -9.7% |
| 1Y | +53.7% | -18.1% | +71.8% | +55.8% |
| 3Y | +173.7% | -32.7% | +206.4% | +181.5% |
| 5Y | +161.5% | -0.5% | +162.0% | +158.4% |
| All | +216.5% | -50.5% | +267.0% | +244.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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