+56.1%
BAC vs SLV
+249.8%
-193.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | 0.0% |
| 7D | +1.5% | -3.9% | +5.4% | +1.9% |
| 30D | -6.4% | -15.6% | +9.3% | -4.8% |
| 3M | -21.7% | -23.6% | +1.9% | -19.6% |
| 6M | +0.5% | -42.6% | +43.1% | +5.9% |
| YTD | -6.7% | -30.0% | +23.3% | -5.6% |
| 1Y | -4.7% | -6.6% | +2.0% | -6.9% |
| 3Y | +96.1% | +121.8% | -25.8% | +72.0% |
| 5Y | +21.7% | +92.7% | -71.0% | +7.5% |
| 10Y | +232.0% | +174.0% | +58.0% | +175.4% |
| All | +56.1% | +249.8% | -193.6% | +6.8% |
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