+72.2%
V vs SLV
+163.9%
-91.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | +2.0% | +6.7% | -4.7% | +1.7% |
| 3M | +17.4% | -10.7% | +28.1% | +17.9% |
| 6M | +17.5% | -20.6% | +38.1% | +18.6% |
| YTD | +7.6% | -7.1% | +14.7% | +6.7% |
| 1Y | +7.7% | +62.0% | -54.3% | +1.8% |
| 3Y | +54.7% | +169.8% | -115.2% | +37.5% |
| All | +72.2% | +163.9% | -91.7% | +45.5% |
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