+239.3%
SLV vs BP
+75.2%
+164.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +5.1% | -11.6% | +16.7% | +8.5% |
| 30D | -12.9% | 0.0% | -13.0% | -13.3% |
| 3M | -16.1% | +6.7% | -22.8% | -18.1% |
| 6M | -33.2% | +2.2% | -35.3% | -34.3% |
| YTD | -27.2% | +33.0% | -60.2% | -33.8% |
| 1Y | +7.6% | +30.7% | -23.1% | -1.8% |
| 3Y | +122.3% | +44.2% | +78.2% | +95.5% |
| 5Y | +109.7% | +105.1% | +4.6% | +63.2% |
| 10Y | +168.4% | +133.5% | +34.9% | +85.2% |
| All | +239.3% | +75.2% | +164.2% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling