+99.3%
SLV vs BIYA
-99.8%
+199.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -0.3% | +1.3% | -1.7% | -0.3% |
| 30D | +6.7% | -21.0% | +27.7% | +6.3% |
| 3M | -10.7% | -74.3% | +63.6% | -11.4% |
| 6M | -20.6% | -84.6% | +64.0% | -19.7% |
| YTD | -7.1% | -94.2% | +87.0% | -7.1% |
| 1Y | +62.0% | -98.2% | +160.2% | +63.6% |
| All | +99.3% | -99.8% | +199.0% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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