+183.2%
SLV vs UAL
+97.8%
+85.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | -1.1% | +2.3% | -3.3% | -1.3% |
| 30D | -14.2% | +13.3% | -27.5% | -15.1% |
| 3M | -20.3% | -6.3% | -14.0% | -20.0% |
| 6M | -40.2% | +22.5% | -62.7% | -41.3% |
| YTD | -27.6% | +5.9% | -33.4% | -28.4% |
| 1Y | +0.4% | +24.7% | -24.2% | -1.8% |
| 3Y | +129.4% | +211.6% | -82.2% | +107.5% |
| 5Y | +99.8% | +130.6% | -30.8% | +81.6% |
| 10Y | +183.2% | +96.5% | +86.8% | +149.5% |
| All | +183.2% | +97.8% | +85.5% | +149.5% |
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