+333.1%
SLV vs BP
+72.3%
+260.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -0.3% | +3.9% | -4.3% | -1.5% |
| 30D | +6.7% | +7.6% | -0.9% | +4.4% |
| 3M | -10.7% | +0.7% | -11.4% | -11.2% |
| 6M | -20.6% | +15.5% | -36.1% | -24.7% |
| YTD | -7.1% | +30.8% | -38.0% | -14.7% |
| 1Y | +62.0% | +34.3% | +27.7% | +47.3% |
| 3Y | +169.8% | +35.1% | +134.8% | +142.6% |
| 5Y | +161.5% | +126.8% | +34.6% | +98.7% |
| 10Y | +224.4% | +123.4% | +101.0% | +127.9% |
| All | +333.1% | +72.3% | +260.8% | +217.2% |
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