+175.9%
SLV vs BAX
-35.6%
+211.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.4% |
| 7D | +5.6% | +9.0% | -3.4% | +4.5% |
| 30D | -12.1% | +8.5% | -20.6% | -13.1% |
| 3M | -16.3% | -4.1% | -12.2% | -16.0% |
| 6M | -34.1% | +46.9% | -81.0% | -37.6% |
| YTD | -25.3% | +38.4% | -63.7% | -28.8% |
| 1Y | +9.6% | +47.0% | -37.4% | +3.8% |
| 3Y | +132.7% | -14.9% | +147.6% | +130.9% |
| 5Y | +113.7% | -62.5% | +176.2% | +129.5% |
| 10Y | +175.9% | -33.9% | +209.8% | +160.9% |
| All | +175.9% | -35.6% | +211.5% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling