+1,475.7%
SMH vs SLV
+172.6%
+1,303.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.4% |
| 7D | +4.9% | -5.8% | +10.8% | +6.6% |
| 30D | -13.8% | -12.1% | -1.7% | -10.8% |
| 3M | -17.4% | -24.1% | +6.7% | -11.2% |
| 6M | -15.0% | -44.4% | +29.4% | -1.5% |
| YTD | +35.2% | -31.5% | +66.7% | +42.4% |
| 1Y | +41.6% | -6.9% | +48.5% | +36.0% |
| 3Y | +215.6% | +116.0% | +99.6% | +137.2% |
| 5Y | +233.2% | +88.4% | +144.8% | +154.1% |
| All | +1,475.7% | +172.6% | +1,303.1% | +899.4% |
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