+219.9%
SLV vs VRSK
+126.1%
+93.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.8% | -5.2% | +2.3% | -2.5% |
| 30D | -1.6% | -2.3% | +0.7% | -1.5% |
| 3M | -4.4% | -2.9% | -1.5% | -4.6% |
| 6M | -25.4% | -12.8% | -12.6% | -24.7% |
| YTD | -9.8% | -20.8% | +11.0% | -8.0% |
| 1Y | +53.8% | -33.2% | +87.0% | +60.7% |
| 3Y | +174.7% | -26.6% | +201.2% | +178.9% |
| 5Y | +164.3% | -11.3% | +175.6% | +155.2% |
| All | +219.9% | +126.1% | +93.8% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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