+239.3%
SLV vs BB
-66.4%
+305.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.4% |
| 7D | +5.1% | +3.8% | +1.3% | +4.8% |
| 30D | -12.9% | -0.3% | -12.6% | -12.9% |
| 3M | -16.1% | -0.5% | -15.6% | -16.3% |
| 6M | -33.2% | +45.9% | -79.1% | -35.2% |
| YTD | -27.2% | +130.6% | -157.8% | -31.6% |
| 1Y | +7.6% | +89.2% | -81.6% | +2.3% |
| 3Y | +122.3% | +137.5% | -15.2% | +104.7% |
| 5Y | +109.7% | -20.9% | +130.6% | +101.9% |
| 10Y | +168.4% | +25.4% | +143.0% | +136.9% |
| All | +239.3% | -66.4% | +305.7% | +196.2% |
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