+202.8%
TER vs SLV
+163.9%
+39.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.9% |
| 7D | +0.6% | -0.3% | +1.0% | +0.7% |
| 30D | -8.3% | +6.7% | -15.0% | -10.6% |
| 3M | -12.2% | -10.7% | -1.5% | -8.7% |
| 6M | +17.1% | -20.6% | +37.7% | +26.0% |
| YTD | +84.7% | -7.1% | +91.8% | +80.5% |
| 1Y | +199.9% | +62.0% | +137.9% | +138.3% |
| 3Y | +232.8% | +169.8% | +62.9% | +117.2% |
| All | +202.8% | +163.9% | +39.0% | +84.7% |
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