-10.1%
BA vs SLV
+120.9%
-131.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.1% | +5.1% | -4.0% | +0.3% |
| 30D | -7.9% | -12.9% | +5.0% | -6.0% |
| 3M | -25.3% | -16.1% | -9.2% | -23.4% |
| 6M | -24.6% | -33.2% | +8.6% | -20.1% |
| YTD | -20.1% | -27.2% | +7.1% | -20.7% |
| 1Y | -11.8% | +7.6% | -19.4% | -20.6% |
| 3Y | -10.1% | +122.3% | -132.5% | -30.5% |
| All | -10.1% | +120.9% | -131.0% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling