+218.5%
SLV vs UAL
+115.8%
+102.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +6.7% | -16.1% | +22.8% | +8.1% |
| 3M | -10.7% | +6.1% | -16.8% | -11.3% |
| 6M | -20.6% | +10.8% | -31.4% | -21.5% |
| YTD | -7.1% | -0.4% | -6.7% | -7.7% |
| 1Y | +62.0% | +5.0% | +57.0% | +60.2% |
| 3Y | +169.8% | +124.0% | +45.8% | +149.5% |
| 5Y | +161.5% | +141.0% | +20.5% | +137.0% |
| All | +218.5% | +115.8% | +102.8% | +167.4% |
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