+1,001.8%
TER vs SLV
+169.5%
+832.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.7% | +10.0% | +11.8% |
| 7D | -5.8% | +5.6% | -11.4% | -7.6% |
| 30D | -38.9% | -12.1% | -26.8% | -36.0% |
| 3M | -35.1% | -16.3% | -18.8% | -30.9% |
| 6M | -31.6% | -34.1% | +2.5% | -21.3% |
| YTD | +27.2% | -25.3% | +52.5% | +35.8% |
| 1Y | +35.2% | +9.6% | +25.6% | +27.5% |
| 3Y | +192.8% | +132.7% | +60.1% | +116.8% |
| 5Y | +72.4% | +113.7% | -41.2% | +28.3% |
| 10Y | +1,001.8% | +175.9% | +826.0% | +567.6% |
| All | +1,001.8% | +169.5% | +832.3% | +567.6% |
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