+333.1%
SLV vs BBWI
+149.6%
+183.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.4% |
| 7D | -0.3% | +1.5% | -1.8% | -0.4% |
| 30D | +6.7% | -5.2% | +11.9% | +6.9% |
| 3M | -10.7% | +11.1% | -21.8% | -11.6% |
| 6M | -20.6% | -13.4% | -7.2% | -20.3% |
| YTD | -7.1% | +0.1% | -7.2% | -8.0% |
| 1Y | +62.0% | -36.1% | +98.1% | +64.8% |
| 3Y | +169.8% | -44.1% | +213.9% | +173.4% |
| 5Y | +161.5% | -66.2% | +227.7% | +169.9% |
| 10Y | +224.4% | -54.8% | +279.2% | +209.4% |
| All | +333.1% | +149.6% | +183.5% | +224.4% |
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