+64.6%
BMY vs SLV
+228.4%
-163.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.5% |
| 7D | -4.8% | +2.8% | -7.6% | -4.9% |
| 30D | -0.7% | +2.2% | -2.9% | -0.8% |
| 3M | +15.3% | +2.9% | +12.4% | +15.1% |
| 6M | +8.5% | -22.4% | +31.0% | +9.6% |
| YTD | +23.4% | -5.7% | +29.2% | +21.7% |
| 1Y | +42.9% | +63.3% | -20.4% | +35.4% |
| 3Y | +22.0% | +189.0% | -167.0% | +9.8% |
| 5Y | +24.3% | +172.7% | -148.3% | +11.7% |
| 10Y | +64.6% | +235.3% | -170.7% | +38.4% |
| All | +64.6% | +228.4% | -163.8% | +38.4% |
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