+339.6%
SLV vs BRO
+447.3%
-107.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.4% |
| 7D | +2.8% | -7.6% | +10.4% | +3.3% |
| 30D | +2.2% | -6.9% | +9.1% | +2.7% |
| 3M | +2.9% | +12.8% | -9.9% | +1.8% |
| 6M | -22.4% | -5.9% | -16.6% | -22.2% |
| YTD | -5.7% | -15.9% | +10.1% | -4.7% |
| 1Y | +63.3% | -28.1% | +91.4% | +67.5% |
| 3Y | +189.0% | -7.0% | +196.0% | +187.2% |
| 5Y | +172.7% | +18.0% | +154.7% | +161.9% |
| 10Y | +235.3% | +293.9% | -58.6% | +184.6% |
| All | +339.6% | +447.3% | -107.7% | +267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling