+333.1%
SLV vs BBY
+186.9%
+146.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.4% |
| 7D | -0.3% | +9.5% | -9.8% | -1.0% |
| 30D | +6.7% | +6.8% | -0.1% | +6.1% |
| 3M | -10.7% | +28.9% | -39.5% | -12.3% |
| 6M | -20.6% | +37.8% | -58.4% | -22.6% |
| YTD | -7.1% | +38.7% | -45.9% | -9.6% |
| 1Y | +62.0% | +23.7% | +38.3% | +58.8% |
| 3Y | +169.8% | +39.1% | +130.7% | +159.7% |
| 5Y | +161.5% | -0.4% | +161.9% | +155.1% |
| 10Y | +224.4% | +234.0% | -9.6% | +190.3% |
| All | +333.1% | +186.9% | +146.2% | +212.2% |
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