+161.5%
SLV vs BBY
-1.6%
+163.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | -5.0% | +0.7% | -5.7% | -5.1% |
| 30D | -1.8% | +5.8% | -7.6% | -2.2% |
| 3M | -0.3% | +18.0% | -18.3% | -1.4% |
| 6M | -28.2% | +39.8% | -68.1% | -29.9% |
| YTD | -10.7% | +35.4% | -46.1% | -12.8% |
| 1Y | +53.7% | +21.4% | +32.3% | +51.3% |
| 3Y | +173.7% | +39.5% | +134.1% | +162.3% |
| 5Y | +161.5% | -0.5% | +162.0% | +155.5% |
| All | +161.5% | -1.6% | +163.1% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling