+945.5%
SMCI vs SLV
+172.6%
+772.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.3% |
| 7D | -6.6% | -5.8% | -0.7% | -4.5% |
| 30D | -24.9% | -12.1% | -12.8% | -21.5% |
| 3M | -31.4% | -24.1% | -7.3% | -24.6% |
| 6M | -16.0% | -44.4% | +28.4% | +2.1% |
| YTD | -8.2% | -31.5% | +23.3% | +1.5% |
| 1Y | -23.4% | -6.9% | -16.5% | -23.4% |
| 3Y | +5.0% | +116.0% | -111.0% | -18.8% |
| 5Y | +515.0% | +88.4% | +426.6% | +383.7% |
| All | +945.5% | +172.6% | +772.9% | +537.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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