+216.5%
SLV vs BNS
+187.0%
+29.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.6% |
| 7D | -5.0% | -2.2% | -2.8% | -4.4% |
| 30D | -1.8% | +4.5% | -6.3% | -3.3% |
| 3M | -0.3% | +14.9% | -15.2% | -4.7% |
| 6M | -28.2% | +32.5% | -60.7% | -34.3% |
| YTD | -10.7% | +28.6% | -39.4% | -17.3% |
| 1Y | +53.7% | +48.4% | +5.3% | +36.8% |
| 3Y | +173.7% | +130.8% | +42.9% | +114.9% |
| 5Y | +161.5% | +94.8% | +66.7% | +111.8% |
| All | +216.5% | +187.0% | +29.5% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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