+219.5%
SLV vs BBY
+234.2%
-14.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -5.8% | +4.5% | -10.3% | -6.1% |
| 30D | -12.1% | +16.8% | -28.9% | -13.1% |
| 3M | -24.1% | +23.2% | -47.3% | -25.3% |
| 6M | -44.4% | +91.9% | -136.3% | -47.0% |
| YTD | -31.5% | +61.6% | -93.1% | -34.1% |
| 1Y | -6.9% | +43.9% | -50.8% | -9.7% |
| 3Y | +116.0% | +88.6% | +27.4% | +103.4% |
| 5Y | +88.4% | -3.1% | +91.5% | +84.2% |
| 10Y | +167.9% | +290.2% | -122.2% | +137.1% |
| All | +219.5% | +234.2% | -14.7% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling