+30.5%
SNOW vs SLV
+138.5%
-108.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.7% |
| 7D | +8.4% | +2.8% | +5.6% | +7.8% |
| 30D | -1.0% | +2.2% | -3.2% | -1.4% |
| 3M | +38.3% | +2.9% | +35.4% | +37.2% |
| 6M | +81.3% | -22.4% | +103.7% | +89.0% |
| YTD | +51.1% | -5.7% | +56.9% | +43.5% |
| 1Y | +47.0% | +63.3% | -16.4% | +16.8% |
| 3Y | +99.7% | +189.0% | -89.3% | +29.6% |
| 5Y | +3.6% | +172.7% | -169.1% | -33.6% |
| All | +30.5% | +138.5% | -108.0% | -11.4% |
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