+116.0%
SLV vs BX
+35.3%
+80.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | -5.8% | +0.6% | -6.4% | -5.9% |
| 30D | -12.1% | +14.2% | -26.4% | -14.7% |
| 3M | -24.1% | -18.7% | -5.4% | -21.0% |
| 6M | -44.4% | +2.5% | -46.9% | -44.7% |
| YTD | -31.5% | -18.8% | -12.7% | -29.5% |
| 1Y | -6.9% | -10.3% | +3.4% | -5.7% |
| 3Y | +116.0% | +35.4% | +80.6% | +83.1% |
| All | +116.0% | +35.3% | +80.7% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling