+62.5%
T vs SLV
+172.6%
-110.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | +2.5% | -5.8% | +8.4% | +2.7% |
| 30D | -3.8% | -12.1% | +8.4% | -3.5% |
| 3M | -8.7% | -24.1% | +15.4% | -8.2% |
| 6M | -8.1% | -44.4% | +36.3% | -6.6% |
| YTD | -6.4% | -31.5% | +25.0% | -7.4% |
| 1Y | -9.8% | -6.9% | -2.8% | -12.8% |
| 3Y | +65.5% | +116.0% | -50.5% | +46.4% |
| 5Y | +57.0% | +88.4% | -31.5% | +39.2% |
| All | +62.5% | +172.6% | -110.1% | +35.8% |
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 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