+164.7%
SLV vs BP
+124.7%
+40.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +3.7% | -6.3% | +10.0% | +5.0% |
| 30D | -15.2% | -3.6% | -11.5% | -14.8% |
| 3M | -21.8% | +5.2% | -27.0% | -23.0% |
| 6M | -36.3% | +5.3% | -41.7% | -37.6% |
| YTD | -27.8% | +33.1% | -61.0% | -33.2% |
| 1Y | +1.5% | +26.3% | -24.8% | -5.1% |
| 3Y | +128.5% | +47.5% | +81.0% | +105.2% |
| 5Y | +103.2% | +106.2% | -2.9% | +67.8% |
| 10Y | +164.7% | +127.0% | +37.7% | +92.7% |
| All | +164.7% | +124.7% | +40.0% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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