+256.0%
BA vs SLV
+363.7%
-107.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -11.6% | +6.7% | -18.3% | -12.8% |
| 3M | -2.4% | -10.7% | +8.3% | -0.7% |
| 6M | -6.6% | -20.6% | +14.0% | -3.3% |
| YTD | -2.2% | -7.1% | +4.9% | -4.3% |
| 1Y | -8.0% | +62.0% | -70.0% | -19.6% |
| 3Y | -5.0% | +169.8% | -174.8% | -25.3% |
| 5Y | -2.7% | +161.5% | -164.2% | -23.8% |
| 10Y | +75.9% | +224.4% | -148.5% | +28.7% |
| All | +256.0% | +363.7% | -107.8% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling