+172.7%
SLV vs BX
+19.7%
+153.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +5.9% | +2.8% |
| 7D | +2.8% | -5.7% | +8.5% | +3.6% |
| 30D | +2.2% | -8.9% | +11.1% | +3.5% |
| 3M | +2.9% | +8.4% | -5.5% | +1.7% |
| 6M | -22.4% | +18.9% | -41.3% | -24.3% |
| YTD | -5.7% | -13.6% | +7.9% | -4.5% |
| 1Y | +63.3% | -22.4% | +85.8% | +67.5% |
| 3Y | +189.0% | +26.0% | +163.0% | +176.6% |
| 5Y | +172.7% | +18.8% | +153.9% | +150.3% |
| All | +172.7% | +19.7% | +153.0% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling