-6.4%
T vs SLV
+9.6%
-16.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | +2.4% |
| 7D | +5.5% | -3.9% | +9.3% | +5.2% |
| 30D | -8.9% | -14.5% | +5.5% | -9.7% |
| 3M | -5.6% | -12.4% | +6.8% | -6.3% |
| 6M | -14.3% | -28.5% | +14.2% | -15.4% |
| YTD | -7.9% | -26.8% | +18.9% | -11.1% |
| 1Y | -6.4% | +10.3% | -16.8% | -9.8% |
| All | -6.4% | +9.6% | -16.0% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling