+116.0%
SLV vs BP
+51.6%
+64.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -5.8% | +3.8% | -9.7% | -6.6% |
| 30D | -12.1% | -5.3% | -6.8% | -11.3% |
| 3M | -24.1% | +9.3% | -33.4% | -26.5% |
| 6M | -44.4% | +7.2% | -51.6% | -46.0% |
| YTD | -31.5% | +38.0% | -69.5% | -40.3% |
| 1Y | -6.9% | +33.2% | -40.1% | -18.1% |
| 3Y | +116.0% | +50.3% | +65.7% | +85.0% |
| All | +116.0% | +51.6% | +64.4% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling