+31.8%
BA vs SLV
+170.8%
-139.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.1% | +5.1% | -4.0% | -0.1% |
| 30D | -7.9% | -12.9% | +5.0% | -5.0% |
| 3M | -25.3% | -16.1% | -9.2% | -22.5% |
| 6M | -24.6% | -33.2% | +8.6% | -17.7% |
| YTD | -20.1% | -27.2% | +7.1% | -19.3% |
| 1Y | -11.8% | +7.6% | -19.4% | -21.4% |
| 3Y | -10.1% | +122.3% | -132.5% | -37.7% |
| 5Y | -22.7% | +109.7% | -132.5% | -46.5% |
| All | +31.8% | +170.8% | -139.0% | -32.8% |
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