+216.5%
SLV vs UMC
+1,818.5%
-1,602.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.8% | -5.0% |
| 7D | -5.0% | +11.4% | -16.4% | -6.5% |
| 30D | -1.8% | +16.8% | -18.6% | -4.0% |
| 3M | -0.3% | +19.1% | -19.4% | -4.0% |
| 6M | -28.2% | +137.4% | -165.6% | -37.8% |
| YTD | -10.7% | +186.4% | -197.1% | -24.7% |
| 1Y | +53.7% | +229.1% | -175.4% | +27.4% |
| 3Y | +173.7% | +257.9% | -84.2% | +122.5% |
| 5Y | +161.5% | +137.5% | +23.9% | +118.0% |
| All | +216.5% | +1,818.5% | -1,602.0% | +105.8% |
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