+62.0%
SLV vs BX
-15.8%
+77.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -0.3% | -4.4% | +4.0% | +0.8% |
| 30D | +6.7% | +0.1% | +6.6% | +6.5% |
| 3M | -10.7% | +16.0% | -26.7% | -14.0% |
| 6M | -20.6% | +21.6% | -42.2% | -23.3% |
| YTD | -7.1% | -8.9% | +1.8% | -6.7% |
| 1Y | +62.0% | -16.6% | +78.6% | +62.1% |
| All | +62.0% | -15.8% | +77.8% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling