+66.1%
T vs SLV
+164.2%
-98.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.3% |
| 7D | -1.5% | +2.5% | -4.0% | -1.6% |
| 30D | +7.6% | +3.3% | +4.4% | +7.5% |
| 3M | +15.3% | -3.6% | +18.9% | +15.4% |
| 6M | -8.5% | -21.8% | +13.4% | -8.0% |
| YTD | +6.8% | -7.8% | +14.6% | +4.4% |
| 1Y | -7.2% | +58.3% | -65.5% | -13.8% |
| 3Y | +108.2% | +182.6% | -74.3% | +74.9% |
| 5Y | +66.1% | +167.8% | -101.7% | +36.0% |
| All | +66.1% | +164.2% | -98.2% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling