+219.9%
SLV vs BDX
+59.3%
+160.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -2.8% | -3.2% | +0.3% | -2.4% |
| 30D | -1.6% | -2.5% | +1.0% | -1.2% |
| 3M | -4.4% | +21.4% | -25.9% | -7.0% |
| 6M | -25.4% | +10.4% | -35.8% | -26.4% |
| YTD | -9.8% | +18.8% | -28.6% | -11.8% |
| 1Y | +53.8% | +21.7% | +32.1% | +49.7% |
| 3Y | +174.7% | -10.0% | +184.6% | +176.7% |
| 5Y | +164.3% | -1.8% | +166.1% | +161.8% |
| All | +219.9% | +59.3% | +160.6% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling