+219.9%
SLV vs TROW
+130.0%
+89.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.2% |
| 7D | -2.8% | -3.2% | +0.3% | -2.4% |
| 30D | -1.6% | -4.6% | +3.0% | -0.9% |
| 3M | -4.4% | -0.7% | -3.8% | -4.3% |
| 6M | -25.4% | +22.2% | -47.6% | -27.4% |
| YTD | -9.8% | +6.6% | -16.4% | -10.7% |
| 1Y | +53.8% | +5.8% | +48.0% | +52.3% |
| 3Y | +174.7% | +11.6% | +163.1% | +168.1% |
| 5Y | +164.3% | -38.9% | +203.2% | +168.7% |
| All | +219.9% | +130.0% | +89.8% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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