+216.5%
SLV vs BX
+654.4%
-438.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -4.9% |
| 7D | -5.0% | -8.9% | +3.9% | -3.7% |
| 30D | -1.8% | -14.8% | +13.0% | +0.5% |
| 3M | -0.3% | +6.9% | -7.2% | -1.3% |
| 6M | -28.2% | +16.3% | -44.5% | -29.8% |
| YTD | -10.7% | -16.1% | +5.3% | -9.0% |
| 1Y | +53.7% | -26.8% | +80.5% | +59.3% |
| 3Y | +173.7% | +22.4% | +151.2% | +161.7% |
| 5Y | +161.5% | +16.0% | +145.5% | +145.0% |
| All | +216.5% | +654.4% | -438.0% | +142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling