+77.0%
SLV vs U
-29.6%
+106.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.2% | -7.4% | -2.6% |
| 7D | -5.8% | +2.6% | -8.4% | -6.1% |
| 30D | -12.1% | +27.6% | -39.7% | -14.0% |
| 3M | -24.1% | +15.3% | -39.5% | -25.2% |
| 6M | -44.4% | +96.4% | -140.8% | -47.5% |
| YTD | -31.5% | +19.6% | -51.1% | -33.5% |
| 1Y | -6.9% | +42.1% | -49.1% | -10.5% |
| 3Y | +116.0% | +87.5% | +28.5% | +99.3% |
| 5Y | +88.4% | -73.1% | +161.6% | +82.6% |
| All | +77.0% | -29.6% | +106.6% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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