+235.3%
SLV vs BTI
+68.1%
+167.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.5% |
| 7D | +2.8% | -2.4% | +5.2% | +3.2% |
| 30D | +2.2% | -4.8% | +7.0% | +2.9% |
| 3M | +2.9% | -8.1% | +11.0% | +4.0% |
| 6M | -22.4% | -4.2% | -18.2% | -22.2% |
| YTD | -5.7% | -1.3% | -4.4% | -6.0% |
| 1Y | +63.3% | +2.1% | +61.2% | +61.9% |
| 3Y | +189.0% | +108.9% | +80.1% | +152.1% |
| 5Y | +172.7% | +114.5% | +58.2% | +137.1% |
| 10Y | +235.3% | +72.2% | +163.0% | +203.1% |
| All | +235.3% | +68.1% | +167.2% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling