+216.5%
SLV vs BG
+171.4%
+45.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.4% |
| 7D | -5.0% | +3.7% | -8.8% | -5.6% |
| 30D | -1.8% | +12.3% | -14.1% | -3.6% |
| 3M | -0.3% | -2.2% | +1.9% | -0.2% |
| 6M | -28.2% | +5.3% | -33.5% | -29.2% |
| YTD | -10.7% | +42.4% | -53.1% | -15.4% |
| 1Y | +53.7% | +55.2% | -1.5% | +43.8% |
| 3Y | +173.7% | +21.0% | +152.7% | +162.5% |
| 5Y | +161.5% | +87.1% | +74.3% | +133.0% |
| All | +216.5% | +171.4% | +45.0% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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