+122.3%
SLV vs BAX
-19.9%
+142.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | +5.1% | +12.1% | -7.0% | +3.2% |
| 30D | -12.9% | +7.6% | -20.5% | -13.9% |
| 3M | -16.1% | -4.5% | -11.6% | -15.6% |
| 6M | -33.2% | +52.0% | -85.2% | -38.0% |
| YTD | -27.2% | +35.1% | -62.4% | -31.1% |
| 1Y | +7.6% | +43.7% | -36.1% | +1.4% |
| 3Y | +122.3% | -20.9% | +143.3% | +112.8% |
| All | +122.3% | -19.9% | +142.3% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling