+175.8%
SLV vs BURL
+232.1%
-56.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.9% |
| 7D | -5.8% | -1.6% | -4.3% | -5.7% |
| 30D | -12.1% | -7.7% | -4.4% | -11.6% |
| 3M | -24.1% | -31.7% | +7.5% | -21.8% |
| 6M | -44.4% | -15.2% | -29.2% | -43.8% |
| YTD | -31.5% | -15.9% | -15.6% | -30.8% |
| 1Y | -6.9% | -14.2% | +7.3% | -6.3% |
| 3Y | +116.0% | +93.5% | +22.5% | +102.2% |
| 5Y | +88.4% | -9.9% | +98.3% | +82.9% |
| All | +175.8% | +232.1% | -56.3% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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