+175.8%
SLV vs UMC
+1,272.7%
-1,096.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | -5.8% | +11.2% | -17.0% | -7.3% |
| 30D | -12.1% | -28.0% | +15.9% | -8.3% |
| 3M | -24.1% | -20.5% | -3.6% | -22.0% |
| 6M | -44.4% | -1.6% | -42.8% | -45.4% |
| YTD | -31.5% | +99.4% | -130.9% | -39.3% |
| 1Y | -6.9% | +120.4% | -127.3% | -18.6% |
| 3Y | +116.0% | +134.2% | -18.2% | +85.9% |
| 5Y | +88.4% | +78.8% | +9.6% | +63.6% |
| All | +175.8% | +1,272.7% | -1,096.9% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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