+26.6%
BA vs SLV
+163.3%
-136.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.4% |
| 7D | 0.0% | +3.7% | -3.6% | -0.9% |
| 30D | -8.9% | -15.2% | +6.2% | -5.5% |
| 3M | -25.5% | -21.8% | -3.8% | -21.4% |
| 6M | -27.0% | -36.3% | +9.4% | -19.4% |
| YTD | -20.1% | -27.8% | +7.7% | -19.2% |
| 1Y | -11.0% | +1.5% | -12.5% | -19.3% |
| 3Y | -11.8% | +128.5% | -140.3% | -39.4% |
| 5Y | -20.6% | +103.2% | -123.9% | -44.5% |
| 10Y | +26.6% | +164.7% | -138.1% | -35.3% |
| All | +26.6% | +163.3% | -136.7% | -35.3% |
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