+175.9%
SLV vs BN
+289.4%
-113.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.8% | -1.1% | +1.8% |
| 7D | +5.6% | +3.6% | +2.0% | +4.8% |
| 30D | -12.1% | +15.9% | -28.0% | -15.0% |
| 3M | -16.3% | -2.3% | -13.9% | -15.9% |
| 6M | -34.1% | -8.4% | -25.6% | -32.9% |
| YTD | -25.3% | -5.9% | -19.4% | -24.4% |
| 1Y | +9.6% | -5.6% | +15.2% | +10.8% |
| 3Y | +132.7% | +104.2% | +28.5% | +100.6% |
| 5Y | +113.7% | +35.5% | +78.2% | +94.1% |
| 10Y | +175.9% | +285.2% | -109.4% | +102.4% |
| All | +175.9% | +289.4% | -113.5% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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