+58.8%
T vs SLV
+163.3%
-104.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.1% | +0.7% |
| 7D | +2.6% | +3.7% | -1.1% | +2.5% |
| 30D | -1.1% | -15.2% | +14.1% | -0.7% |
| 3M | -7.7% | -21.8% | +14.0% | -7.2% |
| 6M | -10.6% | -36.3% | +25.7% | -9.5% |
| YTD | -7.5% | -27.8% | +20.4% | -8.5% |
| 1Y | -7.4% | +1.5% | -8.9% | -10.9% |
| 3Y | +63.1% | +128.5% | -65.4% | +44.0% |
| 5Y | +55.2% | +103.2% | -48.0% | +37.3% |
| 10Y | +58.8% | +164.7% | -105.9% | +35.9% |
| All | +58.8% | +163.3% | -104.5% | +35.9% |
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