+437.9%
BMY vs SLV
+261.6%
+176.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | +9.3% | -14.2% | +23.4% | +10.1% |
| 3M | -0.1% | -20.3% | +20.2% | +1.1% |
| 6M | +15.5% | -40.2% | +55.7% | +18.6% |
| YTD | +21.8% | -27.6% | +49.4% | +22.2% |
| 1Y | +34.9% | +0.4% | +34.4% | +32.0% |
| 3Y | +43.2% | +129.4% | -86.2% | +31.3% |
| 5Y | +30.7% | +99.8% | -69.1% | +20.4% |
| 10Y | +59.3% | +183.2% | -124.0% | +41.0% |
| All | +437.9% | +261.6% | +176.3% | +325.1% |
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