+237.7%
BAC vs SLV
+163.3%
+74.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.5% |
| 7D | +2.1% | +3.7% | -1.6% | +1.8% |
| 30D | -6.7% | -15.2% | +8.5% | -5.5% |
| 3M | -20.2% | -21.8% | +1.5% | -18.8% |
| 6M | -0.2% | -36.3% | +36.1% | +3.0% |
| YTD | -6.4% | -27.8% | +21.5% | -6.3% |
| 1Y | -3.1% | +1.5% | -4.6% | -6.6% |
| 3Y | +96.7% | +128.5% | -31.8% | +73.0% |
| 5Y | +21.3% | +103.2% | -82.0% | +6.3% |
| 10Y | +237.7% | +164.7% | +73.0% | +167.2% |
| All | +237.7% | +163.3% | +74.4% | +167.2% |
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