+216.5%
SLV vs BR
+190.5%
+25.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | -5.0% | -6.0% | +0.9% | -4.5% |
| 30D | -1.8% | -0.9% | -0.9% | -1.7% |
| 3M | -0.3% | +16.4% | -16.7% | -1.8% |
| 6M | -28.2% | -8.2% | -20.0% | -27.6% |
| YTD | -10.7% | -23.2% | +12.5% | -8.2% |
| 1Y | +53.7% | -30.9% | +84.6% | +60.3% |
| 3Y | +173.7% | -5.0% | +178.7% | +171.6% |
| 5Y | +161.5% | +8.8% | +152.7% | +152.4% |
| All | +216.5% | +190.5% | +25.9% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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