+160.5%
SLV vs USAR
+74.5%
+86.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | +2.5% | +2.3% | +0.2% | +2.4% |
| 30D | +3.3% | -8.6% | +11.9% | +3.7% |
| 3M | -3.6% | -20.5% | +16.9% | -2.6% |
| 6M | -21.8% | +1.2% | -23.0% | -22.2% |
| YTD | -7.8% | +48.4% | -56.2% | -8.4% |
| 1Y | +58.3% | +30.6% | +27.7% | +58.3% |
| 3Y | +182.6% | +73.6% | +108.9% | +178.1% |
| All | +160.5% | +74.5% | +86.0% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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