+237.7%
SLV vs BBWI
+177.8%
+59.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -1.1% | -7.7% | +6.7% | -0.6% |
| 30D | -14.2% | +24.8% | -38.9% | -15.5% |
| 3M | -20.3% | +16.2% | -36.6% | -21.3% |
| 6M | -40.2% | +15.8% | -56.0% | -41.1% |
| YTD | -27.6% | +11.4% | -39.0% | -28.9% |
| 1Y | +0.4% | +3.2% | -2.8% | -1.2% |
| 3Y | +129.4% | -23.5% | +152.9% | +127.4% |
| 5Y | +99.8% | -67.4% | +167.2% | +106.8% |
| 10Y | +183.2% | -46.0% | +229.2% | +166.5% |
| All | +237.7% | +177.8% | +59.9% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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