+182.6%
SLV vs BTDR
+8.5%
+174.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.9% |
| 7D | +2.5% | +22.4% | -19.9% | +1.2% |
| 30D | +3.3% | +16.5% | -13.2% | +2.0% |
| 3M | -3.6% | -31.5% | +27.9% | -2.3% |
| 6M | -21.8% | +74.0% | -95.9% | -24.5% |
| YTD | -7.8% | +13.0% | -20.9% | -9.3% |
| 1Y | +58.3% | -0.2% | +58.5% | +55.6% |
| 3Y | +182.6% | +9.9% | +172.7% | +169.4% |
| All | +182.6% | +8.5% | +174.1% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling