+216.5%
SLV vs TGT
+207.2%
+9.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -5.2% |
| 7D | -5.0% | -5.0% | 0.0% | -4.7% |
| 30D | -1.8% | +3.0% | -4.8% | -2.0% |
| 3M | -0.3% | +22.6% | -22.9% | -1.8% |
| 6M | -28.2% | +31.2% | -59.4% | -29.7% |
| YTD | -10.7% | +63.7% | -74.4% | -14.1% |
| 1Y | +53.7% | +78.5% | -24.8% | +46.7% |
| 3Y | +173.7% | +40.5% | +133.2% | +164.3% |
| 5Y | +161.5% | -25.6% | +187.1% | +159.8% |
| All | +216.5% | +207.2% | +9.3% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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