+172.7%
SLV vs BTDR
+24.7%
+148.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +2.4% |
| 7D | +2.8% | +14.8% | -12.0% | +2.0% |
| 30D | +2.2% | +41.8% | -39.6% | +0.3% |
| 3M | +2.9% | -29.2% | +32.1% | +3.9% |
| 6M | -22.4% | +66.2% | -88.6% | -24.6% |
| YTD | -5.7% | +10.0% | -15.7% | -6.9% |
| 1Y | +63.3% | -11.0% | +74.3% | +61.5% |
| 3Y | +189.0% | +6.9% | +182.1% | +180.1% |
| 5Y | +172.7% | +24.7% | +148.0% | +167.8% |
| All | +172.7% | +24.7% | +148.0% | +167.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling