+235.3%
SLV vs UPS
+35.1%
+200.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.5% | +2.4% |
| 7D | +2.8% | -3.7% | +6.5% | +3.2% |
| 30D | +2.2% | -3.7% | +5.9% | +2.6% |
| 3M | +2.9% | -6.6% | +9.5% | +3.6% |
| 6M | -22.4% | +2.6% | -25.0% | -22.6% |
| YTD | -5.7% | +4.8% | -10.5% | -6.1% |
| 1Y | +63.3% | +25.3% | +38.0% | +60.2% |
| 3Y | +189.0% | -26.9% | +215.9% | +194.4% |
| 5Y | +172.7% | -33.5% | +206.2% | +178.0% |
| 10Y | +235.3% | +36.1% | +199.2% | +223.8% |
| All | +235.3% | +35.1% | +200.2% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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