+333.1%
SLV vs BN
+886.9%
-553.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.3% | -2.5% | +2.1% | +0.2% |
| 30D | +6.7% | -9.5% | +16.2% | +8.9% |
| 3M | -10.7% | -10.4% | -0.3% | -8.6% |
| 6M | -20.6% | -6.4% | -14.2% | -19.5% |
| YTD | -7.1% | -11.9% | +4.7% | -4.7% |
| 1Y | +62.0% | -8.6% | +70.6% | +64.8% |
| 3Y | +169.8% | +77.6% | +92.3% | +137.6% |
| 5Y | +161.5% | +37.0% | +124.4% | +138.2% |
| 10Y | +224.4% | +266.4% | -42.0% | +136.3% |
| All | +333.1% | +886.9% | -553.8% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling