+172.7%
SLV vs BG
+84.9%
+87.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +2.2% | +10.3% | -8.1% | +0.5% |
| 3M | +2.9% | -1.9% | +4.8% | +3.0% |
| 6M | -22.4% | +5.2% | -27.7% | -23.5% |
| YTD | -5.7% | +41.2% | -46.9% | -10.7% |
| 1Y | +63.3% | +50.5% | +12.8% | +53.3% |
| 3Y | +189.0% | +19.9% | +169.1% | +176.4% |
| 5Y | +172.7% | +86.7% | +86.0% | +137.0% |
| All | +172.7% | +84.9% | +87.7% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling