+23.4%
BA vs SLV
+178.7%
-155.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.9% |
| 7D | -0.6% | -3.9% | +3.3% | +0.3% |
| 30D | -8.0% | -15.6% | +7.6% | -4.4% |
| 3M | -25.8% | -23.6% | -2.2% | -21.2% |
| 6M | -27.6% | -42.6% | +15.0% | -18.0% |
| YTD | -21.0% | -30.0% | +9.0% | -19.5% |
| 1Y | -12.3% | -6.6% | -5.6% | -18.7% |
| 3Y | -12.8% | +121.8% | -134.6% | -39.9% |
| 5Y | -22.4% | +92.7% | -115.0% | -45.1% |
| All | +23.4% | +178.7% | -155.3% | -37.3% |
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