+22.5%
BMY vs SLV
+181.9%
-159.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.2% |
| 7D | -3.3% | +2.5% | -5.8% | -3.3% |
| 30D | 0.0% | +3.3% | -3.3% | -0.1% |
| 3M | +17.7% | -3.6% | +21.3% | +17.8% |
| 6M | +9.6% | -21.8% | +31.4% | +9.8% |
| YTD | +24.0% | -7.8% | +31.8% | +22.5% |
| 1Y | +45.1% | +58.3% | -13.2% | +40.9% |
| 3Y | +22.5% | +182.6% | -160.1% | +11.3% |
| All | +22.5% | +181.9% | -159.4% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling