+22.6%
BAC vs SLV
+90.3%
-67.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +3.2% | -5.8% | +9.1% | +3.8% |
| 30D | -0.7% | -12.1% | +11.4% | +0.4% |
| 3M | -20.0% | -24.1% | +4.1% | -18.2% |
| 6M | +3.4% | -44.4% | +47.8% | +8.3% |
| YTD | -5.7% | -31.5% | +25.7% | -6.2% |
| 1Y | -1.4% | -6.9% | +5.5% | -6.5% |
| 3Y | +97.9% | +116.0% | -18.1% | +62.2% |
| All | +22.6% | +90.3% | -67.7% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling