+977.1%
BE vs SLV
+313.6%
+663.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.3% | -5.1% | -4.1% |
| 7D | +23.9% | +2.8% | +21.1% | +22.1% |
| 30D | +27.8% | +2.2% | +25.6% | +26.1% |
| 3M | +3.7% | +2.9% | +0.8% | +2.0% |
| 6M | +78.0% | -22.4% | +100.4% | +101.0% |
| YTD | +209.9% | -5.7% | +215.7% | +190.5% |
| 1Y | +389.6% | +63.3% | +326.3% | +225.7% |
| 3Y | +1,730.6% | +189.0% | +1,541.6% | +729.3% |
| 5Y | +1,227.8% | +172.7% | +1,055.2% | +513.3% |
| All | +977.1% | +313.6% | +663.5% | +212.5% |
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 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