+58.2%
BMY vs SLV
+163.3%
-105.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.2% |
| 7D | +1.8% | +3.7% | -1.9% | +1.6% |
| 30D | +6.2% | -15.2% | +21.4% | +6.9% |
| 3M | -2.1% | -21.8% | +19.6% | -1.2% |
| 6M | +14.3% | -36.3% | +50.6% | +16.4% |
| YTD | +21.6% | -27.8% | +49.5% | +21.2% |
| 1Y | +38.8% | +1.5% | +37.3% | +34.8% |
| 3Y | +42.9% | +128.5% | -85.6% | +29.3% |
| 5Y | +30.1% | +103.2% | -73.2% | +18.0% |
| 10Y | +58.2% | +164.7% | -106.5% | +31.6% |
| All | +58.2% | +163.3% | -105.2% | +31.6% |
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