+182.0%
SLV vs BN
+297.2%
-115.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -15.6% | +13.6% | -29.2% | -18.0% |
| 3M | -23.6% | -6.7% | -16.9% | -22.5% |
| 6M | -42.6% | -9.0% | -33.6% | -41.4% |
| YTD | -30.0% | -8.8% | -21.2% | -28.7% |
| 1Y | -6.6% | -10.6% | +4.0% | -4.6% |
| 3Y | +121.8% | +98.8% | +23.1% | +92.9% |
| 5Y | +92.7% | +33.6% | +59.0% | +75.9% |
| All | +182.0% | +297.2% | -115.2% | +111.6% |
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