+339.6%
SLV vs BNY
+598.6%
-259.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | +2.2% | +1.9% | +0.3% | +2.0% |
| 3M | +2.9% | +13.9% | -11.0% | +1.6% |
| 6M | -22.4% | +42.3% | -64.7% | -24.9% |
| YTD | -5.7% | +41.8% | -47.6% | -8.7% |
| 1Y | +63.3% | +57.9% | +5.4% | +56.8% |
| 3Y | +189.0% | +290.7% | -101.7% | +157.3% |
| 5Y | +172.7% | +252.3% | -79.6% | +143.1% |
| 10Y | +235.3% | +412.8% | -177.5% | +186.4% |
| All | +339.6% | +598.6% | -259.0% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling