+99.8%
SLV vs BURL
-9.5%
+109.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | -14.2% | -4.4% | -9.7% | -13.9% |
| 3M | -20.3% | -28.6% | +8.3% | -18.1% |
| 6M | -40.2% | -12.3% | -27.9% | -39.8% |
| YTD | -27.6% | -11.3% | -16.3% | -27.2% |
| 1Y | +0.4% | -10.4% | +10.9% | +0.8% |
| 3Y | +129.4% | +96.1% | +33.3% | +115.0% |
| 5Y | +99.8% | -5.0% | +104.8% | +85.4% |
| All | +99.8% | -9.5% | +109.3% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling