+175.8%
SLV vs BG
+111.0%
+64.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | -5.8% | +2.6% | -8.4% | -6.2% |
| 30D | -12.1% | -6.7% | -5.5% | -11.3% |
| 3M | -24.1% | -9.3% | -14.9% | -23.3% |
| 6M | -44.4% | -18.3% | -26.0% | -43.0% |
| YTD | -31.5% | +16.2% | -47.7% | -33.2% |
| 1Y | -6.9% | +7.6% | -14.5% | -8.3% |
| 3Y | +116.0% | +6.6% | +109.4% | +111.0% |
| 5Y | +88.4% | +22.2% | +66.2% | +78.3% |
| All | +175.8% | +111.0% | +64.8% | +127.4% |
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