+187.0%
SLV vs BBY
+38.4%
+148.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.7% | +2.3% |
| 7D | +2.8% | +1.2% | +1.6% | +2.8% |
| 30D | +2.2% | +6.8% | -4.6% | +1.9% |
| 3M | +2.9% | +18.7% | -15.8% | +2.2% |
| 6M | -22.4% | +37.3% | -59.7% | -23.4% |
| YTD | -5.7% | +35.3% | -41.0% | -6.9% |
| 1Y | +63.3% | +20.7% | +42.6% | +62.3% |
| All | +187.0% | +38.4% | +148.5% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling