+219.9%
SLV vs BNY
+416.3%
-196.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | -4.4% | +14.9% | -19.4% | -6.5% |
| 6M | -25.4% | +40.0% | -65.4% | -29.1% |
| YTD | -9.8% | +42.0% | -51.8% | -14.3% |
| 1Y | +53.8% | +56.9% | -3.1% | +44.4% |
| 3Y | +174.7% | +289.9% | -115.2% | +132.6% |
| 5Y | +164.3% | +259.2% | -94.9% | +122.5% |
| All | +219.9% | +416.3% | -196.4% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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