+94.2%
BSX vs SLV
+261.6%
-167.4%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | +2.9% | -14.2% | +17.1% | +4.9% |
| 3M | -11.8% | -20.3% | +8.5% | -9.4% |
| 6M | -15.4% | -40.2% | +24.8% | -10.0% |
| YTD | -52.7% | -27.6% | -25.1% | -52.3% |
| 1Y | -56.0% | +0.4% | -56.4% | -58.0% |
| 3Y | -12.5% | +129.4% | -141.8% | -28.0% |
| 5Y | +7.6% | +99.8% | -92.2% | -10.4% |
| 10Y | +109.9% | +183.2% | -73.3% | +60.3% |
| All | +94.2% | +261.6% | -167.4% | +16.5% |
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