+180.6%
SLV vs BX
+30.4%
+150.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +2.5% | -2.0% | +4.5% | +2.9% |
| 30D | +3.3% | -2.3% | +5.6% | +3.7% |
| 3M | -3.6% | +18.5% | -22.1% | -6.6% |
| 6M | -21.8% | +23.7% | -45.5% | -24.6% |
| YTD | -7.8% | -10.4% | +2.5% | -7.0% |
| 1Y | +58.3% | -19.6% | +77.8% | +62.1% |
| All | +180.6% | +30.4% | +150.2% | +160.5% |
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