+219.5%
SLV vs BG
+192.6%
+26.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.5% |
| 7D | -5.8% | +2.6% | -8.4% | -6.3% |
| 30D | -12.1% | -6.7% | -5.5% | -10.9% |
| 3M | -24.1% | -9.3% | -14.9% | -22.9% |
| 6M | -44.4% | -18.3% | -26.0% | -42.4% |
| YTD | -31.5% | +16.2% | -47.7% | -34.1% |
| 1Y | -6.9% | +7.6% | -14.5% | -9.1% |
| 3Y | +116.0% | +6.6% | +109.4% | +108.4% |
| 5Y | +88.4% | +22.2% | +66.2% | +72.7% |
| 10Y | +167.9% | +112.0% | +55.9% | +103.9% |
| All | +219.5% | +192.6% | +26.9% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling