+28.1%
BA vs SLV
+169.5%
-141.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.2% |
| 7D | -1.7% | +5.6% | -7.4% | -3.0% |
| 30D | -9.5% | -12.1% | +2.7% | -6.8% |
| 3M | -26.5% | -16.3% | -10.2% | -23.7% |
| 6M | -27.4% | -34.1% | +6.7% | -20.5% |
| YTD | -20.6% | -25.3% | +4.7% | -20.3% |
| 1Y | -11.4% | +9.6% | -21.0% | -21.4% |
| 3Y | -10.8% | +132.7% | -143.5% | -38.9% |
| 5Y | -21.9% | +113.7% | -135.6% | -46.1% |
| 10Y | +28.1% | +175.9% | -147.7% | -34.9% |
| All | +28.1% | +169.5% | -141.4% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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