+106.9%
SLV vs BROS
-50.1%
+157.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +5.1% | -21.2% | +26.3% | +6.9% |
| 30D | -12.9% | -11.6% | -1.4% | -12.3% |
| 3M | -16.1% | -36.7% | +20.6% | -13.2% |
| 6M | -33.2% | -42.8% | +9.7% | -30.6% |
| YTD | -27.2% | -44.8% | +17.6% | -24.4% |
| 1Y | +7.6% | -36.5% | +44.2% | +10.8% |
| 3Y | +122.3% | +27.0% | +95.4% | +111.7% |
| All | +106.9% | -50.1% | +157.0% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling