+311.5%
SPY vs SLV
+216.1%
+95.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | +0.5% | +2.5% | -2.0% | +0.2% |
| 30D | -0.9% | +3.3% | -4.2% | -1.4% |
| 3M | +3.9% | -3.6% | +7.5% | +4.1% |
| 6M | +14.5% | -21.8% | +36.3% | +17.5% |
| YTD | +12.9% | -7.8% | +20.8% | +10.5% |
| 1Y | +19.4% | +58.3% | -38.9% | +6.3% |
| 3Y | +78.5% | +182.6% | -104.1% | +42.6% |
| 5Y | +81.8% | +167.8% | -86.0% | +44.4% |
| 10Y | +311.5% | +218.9% | +92.7% | +202.3% |
| All | +311.5% | +216.1% | +95.4% | +202.3% |
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