+236.5%
SLV vs BB
-64.8%
+301.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -3.4% |
| 7D | +3.7% | +11.6% | -7.9% | +2.9% |
| 30D | -15.2% | +2.6% | -17.7% | -15.4% |
| 3M | -21.8% | +3.5% | -25.3% | -22.1% |
| 6M | -36.3% | +43.5% | -79.8% | -38.2% |
| YTD | -27.8% | +141.2% | -169.0% | -32.4% |
| 1Y | +1.5% | +97.4% | -95.9% | -3.8% |
| 3Y | +128.5% | +151.1% | -22.6% | +109.6% |
| 5Y | +103.2% | -12.8% | +116.0% | +94.5% |
| 10Y | +164.7% | +27.5% | +137.2% | +133.2% |
| All | +236.5% | -64.8% | +301.4% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling