+346.8%
SLV vs BR
+1,321.0%
-974.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.8% |
| 7D | -0.3% | -5.3% | +4.9% | +0.4% |
| 30D | +6.7% | +6.4% | +0.2% | +5.8% |
| 3M | -10.7% | +13.6% | -24.3% | -12.4% |
| 6M | -20.6% | -6.7% | -13.9% | -20.1% |
| YTD | -7.1% | -21.1% | +14.0% | -4.5% |
| 1Y | +62.0% | -29.6% | +91.5% | +69.3% |
| 3Y | +169.8% | -2.4% | +172.2% | +166.7% |
| 5Y | +161.5% | +11.2% | +150.2% | +151.2% |
| 10Y | +224.4% | +191.8% | +32.6% | +163.3% |
| All | +346.8% | +1,321.0% | -974.2% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling