+218.9%
SLV vs BIL
+25.3%
+193.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +3.3% | +0.3% | +3.0% | +3.0% |
| 3M | -3.6% | +0.9% | -4.5% | -4.2% |
| 6M | -21.8% | +1.8% | -23.6% | -23.3% |
| YTD | -7.8% | +2.5% | -10.3% | -10.6% |
| 1Y | +58.3% | +3.7% | +54.6% | +51.5% |
| 3Y | +182.6% | +14.1% | +168.5% | +167.4% |
| 5Y | +167.8% | +19.4% | +148.4% | +151.5% |
| 10Y | +218.9% | +25.3% | +193.6% | +199.3% |
| All | +218.9% | +25.3% | +193.6% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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