+164.7%
SLV vs UAL
+99.5%
+65.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.6% | -3.5% |
| 7D | +3.7% | +12.5% | -8.8% | +2.6% |
| 30D | -15.2% | +12.2% | -27.3% | -16.0% |
| 3M | -21.8% | -2.6% | -19.2% | -21.7% |
| 6M | -36.3% | +21.1% | -57.4% | -37.5% |
| YTD | -27.8% | +7.8% | -35.7% | -28.8% |
| 1Y | +1.5% | +25.4% | -23.9% | -0.9% |
| 3Y | +128.5% | +217.3% | -88.8% | +106.4% |
| 5Y | +103.2% | +132.9% | -29.6% | +84.6% |
| 10Y | +164.7% | +101.1% | +63.6% | +127.5% |
| All | +164.7% | +99.5% | +65.2% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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