+105.7%
BSX vs SLV
+363.7%
-258.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +2.0% | -0.3% | +2.4% | +2.1% |
| 30D | +0.1% | +6.7% | -6.6% | -0.8% |
| 3M | -2.1% | -10.7% | +8.5% | -1.0% |
| 6M | -33.8% | -20.6% | -13.2% | -32.2% |
| YTD | -49.9% | -7.1% | -42.7% | -51.1% |
| 1Y | -55.4% | +62.0% | -117.4% | -60.4% |
| 3Y | -10.9% | +169.8% | -180.7% | -27.9% |
| 5Y | +6.4% | +161.5% | -155.0% | -14.4% |
| 10Y | +97.0% | +224.4% | -127.4% | +48.4% |
| All | +105.7% | +363.7% | -258.0% | +19.6% |
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 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