+128.3%
SLV vs BTDR
+77.1%
+51.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.7% | -9.3% | -0.4% |
| 7D | -1.1% | +7.7% | -8.7% | -1.9% |
| 30D | -14.2% | -24.1% | +9.9% | -12.8% |
| 3M | -20.3% | -19.1% | -1.2% | -19.4% |
| 6M | -40.2% | -46.6% | +6.4% | -38.3% |
| YTD | -27.6% | -37.3% | +9.7% | -26.2% |
| 1Y | +0.4% | -53.2% | +53.6% | +3.1% |
| All | +128.3% | +77.1% | +51.3% | +125.4% |
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