+333.1%
SLV vs BAX
+83.0%
+250.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | +6.7% | -5.5% | +12.1% | +7.5% |
| 3M | -10.7% | +33.5% | -44.2% | -14.8% |
| 6M | -20.6% | +35.9% | -56.5% | -24.6% |
| YTD | -7.1% | +35.4% | -42.5% | -11.8% |
| 1Y | +62.0% | +9.8% | +52.2% | +57.7% |
| 3Y | +169.8% | -32.7% | +202.6% | +177.2% |
| 5Y | +161.5% | -65.6% | +227.0% | +193.2% |
| 10Y | +224.4% | -34.9% | +259.3% | +219.3% |
| All | +333.1% | +83.0% | +250.1% | +243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling