+911.5%
BE vs SLV
+307.5%
+604.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.6% | +8.0% |
| 7D | +20.0% | -0.3% | +20.3% | +20.1% |
| 30D | +7.9% | +6.7% | +1.2% | +3.9% |
| 3M | -13.2% | -10.7% | -2.5% | -8.1% |
| 6M | +53.5% | -20.6% | +74.1% | +71.5% |
| YTD | +191.0% | -7.1% | +198.2% | +175.2% |
| 1Y | +360.5% | +62.0% | +298.5% | +207.7% |
| 3Y | +1,568.0% | +169.8% | +1,398.2% | +688.3% |
| 5Y | +1,055.2% | +161.5% | +893.7% | +446.9% |
| All | +911.5% | +307.5% | +604.0% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling