+239.3%
SLV vs BX
+815.3%
-576.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | -5.8% | +0.6% | -6.4% | -5.9% |
| 30D | -12.1% | +14.2% | -26.4% | -13.6% |
| 3M | -24.1% | -18.7% | -5.4% | -22.2% |
| 6M | -44.4% | +2.5% | -46.9% | -44.6% |
| YTD | -31.5% | -18.8% | -12.7% | -30.1% |
| 1Y | -6.9% | -10.3% | +3.4% | -6.1% |
| 3Y | +116.0% | +35.4% | +80.6% | +105.6% |
| 5Y | +88.4% | +0.3% | +88.2% | +81.6% |
| 10Y | +167.9% | +668.4% | -500.4% | +100.8% |
| All | +239.3% | +815.3% | -576.0% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling