+175.8%
SLV vs BB
+21.8%
+154.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.0% |
| 7D | -5.8% | +1.8% | -7.7% | -6.0% |
| 30D | -12.1% | +8.1% | -20.3% | -12.7% |
| 3M | -24.1% | -1.0% | -23.1% | -24.3% |
| 6M | -44.4% | +45.9% | -90.3% | -46.4% |
| YTD | -31.5% | +134.8% | -166.3% | -36.5% |
| 1Y | -6.9% | +104.6% | -111.5% | -12.9% |
| 3Y | +116.0% | +152.8% | -36.8% | +94.9% |
| 5Y | +88.4% | -17.4% | +105.9% | +78.3% |
| All | +175.8% | +21.8% | +154.1% | +132.0% |
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