+641.7%
BE vs SLV
+216.6%
+425.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -0.9% | -2.5% |
| 7D | -13.4% | +3.7% | -17.0% | -15.1% |
| 30D | -33.9% | -15.2% | -18.7% | -27.5% |
| 3M | -12.0% | -21.8% | +9.8% | +0.8% |
| 6M | -29.0% | -36.3% | +7.4% | -9.5% |
| YTD | +113.4% | -27.8% | +141.2% | +132.2% |
| 1Y | +33.2% | +1.5% | +31.7% | +15.9% |
| 3Y | +1,659.2% | +128.5% | +1,530.7% | +809.9% |
| 5Y | +461.4% | +103.2% | +358.1% | +205.9% |
| All | +641.7% | +216.6% | +425.1% | +149.7% |
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 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