+164.7%
SLV vs Z
-19.5%
+184.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -3.0% |
| 7D | +3.7% | -6.5% | +10.1% | +4.2% |
| 30D | -15.2% | -0.1% | -15.0% | -15.3% |
| 3M | -21.8% | -14.1% | -7.6% | -21.0% |
| 6M | -36.3% | -30.1% | -6.3% | -34.7% |
| YTD | -27.8% | -57.5% | +29.7% | -22.9% |
| 1Y | +1.5% | -60.3% | +61.8% | +9.0% |
| 3Y | +128.5% | -21.0% | +149.6% | +126.9% |
| 5Y | +103.2% | -54.9% | +158.1% | +106.0% |
| 10Y | +164.7% | -16.0% | +180.7% | +156.6% |
| All | +164.7% | -19.5% | +184.2% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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