+175.1%
SLV vs BROS
+38.3%
+136.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.4% |
| 7D | +2.8% | -6.6% | +9.4% | +3.2% |
| 30D | +2.2% | -12.3% | +14.5% | +3.1% |
| 3M | +2.9% | -22.2% | +25.1% | +4.3% |
| 6M | -22.4% | -14.3% | -8.1% | -21.9% |
| YTD | -5.7% | -26.6% | +20.8% | -4.3% |
| 1Y | +63.3% | -31.5% | +94.8% | +66.0% |
| 3Y | +189.0% | +62.3% | +126.8% | +175.8% |
| All | +175.1% | +38.3% | +136.8% | +171.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling