+675.5%
BE vs SLV
+227.9%
+447.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.7% | +9.2% | +10.4% |
| 7D | -1.2% | +5.6% | -6.8% | -4.3% |
| 30D | -30.9% | -12.1% | -18.8% | -25.7% |
| 3M | -11.6% | -16.3% | +4.7% | -2.6% |
| 6M | -25.7% | -34.1% | +8.3% | -7.2% |
| YTD | +123.1% | -25.3% | +148.4% | +138.1% |
| 1Y | +43.4% | +9.6% | +33.8% | +19.4% |
| 3Y | +1,683.6% | +132.7% | +1,551.0% | +814.6% |
| 5Y | +465.4% | +113.7% | +351.7% | +199.5% |
| All | +675.5% | +227.9% | +447.6% | +156.1% |
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