+189.3%
BA vs SLV
+263.8%
-74.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | -0.1% | -0.7% | +0.7% | 0.0% |
| 30D | -9.1% | -15.4% | +6.2% | -6.5% |
| 3M | -28.2% | -16.3% | -11.9% | -26.1% |
| 6M | -23.1% | -28.8% | +5.7% | -18.8% |
| YTD | -20.6% | -27.1% | +6.6% | -18.9% |
| 1Y | -12.7% | +7.5% | -20.2% | -17.6% |
| 3Y | -11.6% | +121.2% | -132.7% | -28.0% |
| 5Y | -23.1% | +110.0% | -133.1% | -37.4% |
| 10Y | +34.4% | +168.8% | -134.4% | +1.8% |
| All | +189.3% | +263.8% | -74.5% | +84.4% |
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