+112.7%
SLVR vs SPY
+30.3%
+82.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.6% |
| 7D | -7.6% | +2.6% | -10.2% | -10.7% |
| 30D | -10.3% | -2.0% | -8.3% | -7.6% |
| 3M | -25.0% | -2.8% | -22.2% | -21.6% |
| 6M | -38.6% | +2.1% | -40.8% | -39.1% |
| YTD | -21.3% | +11.5% | -32.8% | -28.5% |
| 1Y | +3.7% | +13.5% | -9.8% | -6.9% |
| All | +112.7% | +30.3% | +82.4% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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