+233.0%
BAC vs SLV
+166.7%
+66.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | -7.2% | -14.2% | +7.0% | -6.0% |
| 3M | -20.4% | -20.3% | -0.1% | -19.1% |
| 6M | +1.3% | -40.2% | +41.5% | +5.1% |
| YTD | -6.4% | -27.6% | +21.2% | -6.3% |
| 1Y | -3.5% | +0.4% | -3.9% | -6.9% |
| 3Y | +96.7% | +129.4% | -32.7% | +72.5% |
| 5Y | +20.6% | +99.8% | -79.2% | +5.6% |
| 10Y | +233.0% | +183.2% | +49.8% | +163.6% |
| All | +233.0% | +166.7% | +66.3% | +163.6% |
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