+219.9%
SLV vs TEVA
-22.9%
+242.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | +0.9% |
| 7D | -2.8% | +2.0% | -4.8% | -3.0% |
| 30D | -1.6% | +1.0% | -2.5% | -1.7% |
| 3M | -4.4% | +7.3% | -11.8% | -5.0% |
| 6M | -25.4% | +21.7% | -47.1% | -26.5% |
| YTD | -9.8% | +18.8% | -28.6% | -11.1% |
| 1Y | +53.8% | +86.5% | -32.7% | +47.1% |
| 3Y | +174.7% | +269.4% | -94.8% | +149.0% |
| 5Y | +164.3% | +303.6% | -139.3% | +135.8% |
| All | +219.9% | -22.9% | +242.8% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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