+236.5%
SLV vs BAX
+87.2%
+149.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.5% |
| 7D | +3.7% | +3.6% | 0.0% | +3.1% |
| 30D | -15.2% | +8.5% | -23.7% | -16.2% |
| 3M | -21.8% | -4.9% | -16.9% | -21.3% |
| 6M | -36.3% | +47.0% | -83.3% | -40.2% |
| YTD | -27.8% | +38.4% | -66.3% | -31.8% |
| 1Y | +1.5% | +49.1% | -47.6% | -5.0% |
| 3Y | +128.5% | -14.9% | +143.4% | +127.1% |
| 5Y | +103.2% | -63.1% | +166.4% | +125.4% |
| 10Y | +164.7% | -35.6% | +200.3% | +161.0% |
| All | +236.5% | +87.2% | +149.3% | +165.9% |
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 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