+174.7%
SLV vs BNY
+287.0%
-112.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -2.8% | -1.3% | -1.5% | -2.3% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | -4.4% | +14.9% | -19.4% | -10.0% |
| 6M | -25.4% | +40.0% | -65.4% | -35.1% |
| YTD | -9.8% | +42.0% | -51.8% | -21.3% |
| 1Y | +53.8% | +56.9% | -3.1% | +30.8% |
| 3Y | +174.7% | +289.9% | -115.2% | +81.9% |
| All | +174.7% | +287.0% | -112.4% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling