+62.0%
SLV vs BROS
-35.3%
+97.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -0.3% | -6.7% | +6.3% | +0.8% |
| 30D | +6.7% | -29.1% | +35.8% | +12.3% |
| 3M | -10.7% | -16.7% | +6.0% | -9.3% |
| 6M | -20.6% | -11.6% | -9.0% | -21.0% |
| YTD | -7.1% | -23.9% | +16.8% | -5.6% |
| 1Y | +62.0% | -34.8% | +96.8% | +57.6% |
| All | +62.0% | -35.3% | +97.3% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling