-3.5%
BAC vs SLV
+0.8%
-4.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | -7.2% | -14.2% | +7.0% | -6.6% |
| 3M | -20.4% | -20.3% | -0.1% | -19.8% |
| 6M | +1.3% | -40.2% | +41.5% | +2.6% |
| YTD | -6.4% | -27.6% | +21.2% | -8.6% |
| 1Y | -3.5% | +0.4% | -3.9% | -11.2% |
| All | -3.5% | +0.8% | -4.3% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling