+216.5%
SLV vs BB
-0.1%
+216.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.7% | -2.6% | -5.1% |
| 7D | -5.0% | -2.1% | -3.0% | -4.9% |
| 30D | -1.8% | -16.0% | +14.2% | -0.5% |
| 3M | -0.3% | -14.5% | +14.2% | +0.6% |
| 6M | -28.2% | +118.6% | -146.8% | -32.9% |
| YTD | -10.7% | +98.9% | -109.7% | -15.9% |
| 1Y | +53.7% | +99.5% | -45.8% | +44.3% |
| 3Y | +173.7% | +65.4% | +108.3% | +154.6% |
| 5Y | +161.5% | -27.6% | +189.1% | +150.5% |
| All | +216.5% | -0.1% | +216.6% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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