+112.4%
SLV vs BROS
+3.9%
+108.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | +5.1% | -21.2% | +26.3% | +6.6% |
| 30D | -12.9% | -11.6% | -1.4% | -12.4% |
| 3M | -16.1% | -36.7% | +20.6% | -13.7% |
| 6M | -33.2% | -42.8% | +9.7% | -31.0% |
| YTD | -27.2% | -44.8% | +17.6% | -24.9% |
| 1Y | +7.6% | -36.5% | +44.2% | +10.2% |
| 3Y | +122.3% | +27.0% | +95.4% | +115.5% |
| 5Y | +109.7% | -50.3% | +160.0% | +102.1% |
| All | +112.4% | +3.9% | +108.5% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling