+886.2%
TER vs SLV
+170.8%
+715.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -20.5% | +5.1% | -25.6% | -22.0% |
| 30D | -47.0% | -12.9% | -34.1% | -44.4% |
| 3M | -43.3% | -16.1% | -27.2% | -39.7% |
| 6M | -42.9% | -33.2% | -9.7% | -34.7% |
| YTD | +12.9% | -27.2% | +40.1% | +21.5% |
| 1Y | +18.2% | +7.6% | +10.5% | +12.1% |
| 3Y | +151.8% | +122.3% | +29.4% | +89.0% |
| 5Y | +54.2% | +109.7% | -55.5% | +15.4% |
| All | +886.2% | +170.8% | +715.4% | +498.4% |
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