+465.5%
BMY vs SLV
+363.7%
+101.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +5.0% | +6.7% | -1.7% | +4.6% |
| 3M | +19.4% | -10.7% | +30.1% | +20.0% |
| 6M | +9.5% | -20.6% | +30.1% | +10.7% |
| YTD | +28.1% | -7.1% | +35.2% | +26.8% |
| 1Y | +50.0% | +62.0% | -12.0% | +42.5% |
| 3Y | +24.1% | +169.8% | -145.7% | +13.0% |
| 5Y | +25.0% | +161.5% | -136.5% | +13.5% |
| 10Y | +68.7% | +224.4% | -155.7% | +48.5% |
| All | +465.5% | +363.7% | +101.8% | +341.0% |
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