+333.1%
SLV vs BB
-70.4%
+403.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -5.6% | +5.3% | +0.1% |
| 30D | +6.7% | -11.8% | +18.5% | +7.5% |
| 3M | -10.7% | -25.5% | +14.8% | -9.2% |
| 6M | -20.6% | +121.3% | -141.9% | -25.1% |
| YTD | -7.1% | +103.2% | -110.3% | -11.9% |
| 1Y | +62.0% | +102.6% | -40.6% | +53.4% |
| 3Y | +169.8% | +37.5% | +132.3% | +156.5% |
| 5Y | +161.5% | -30.4% | +191.9% | +154.0% |
| 10Y | +224.4% | 0.0% | +224.4% | +190.7% |
| All | +333.1% | -70.4% | +403.5% | +281.9% |
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