+219.9%
SLV vs BRO
+294.2%
-74.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.8% | -7.3% | +4.5% | -2.6% |
| 30D | -1.6% | -6.9% | +5.3% | -1.4% |
| 3M | -4.4% | +10.7% | -15.1% | -5.0% |
| 6M | -25.4% | -2.7% | -22.7% | -25.3% |
| YTD | -9.8% | -16.3% | +6.5% | -8.6% |
| 1Y | +53.8% | -29.1% | +82.9% | +58.2% |
| 3Y | +174.7% | -7.8% | +182.5% | +172.6% |
| 5Y | +164.3% | +18.7% | +145.6% | +151.1% |
| All | +219.9% | +294.2% | -74.4% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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