+333.1%
SLV vs BG
+241.7%
+91.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.3% | +2.8% | -3.1% | -1.0% |
| 30D | +6.7% | +12.0% | -5.4% | +4.0% |
| 3M | -10.7% | -7.7% | -3.0% | -9.5% |
| 6M | -20.6% | +4.5% | -25.1% | -21.9% |
| YTD | -7.1% | +35.7% | -42.8% | -13.3% |
| 1Y | +62.0% | +50.1% | +11.9% | +47.7% |
| 3Y | +169.8% | +12.6% | +157.2% | +157.9% |
| 5Y | +161.5% | +75.4% | +86.0% | +121.8% |
| 10Y | +224.4% | +150.5% | +73.9% | +138.5% |
| All | +333.1% | +241.7% | +91.4% | +128.2% |
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