+93.8%
BAC vs SLV
+363.7%
-270.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -0.4% | +6.7% | -7.1% | -1.1% |
| 3M | +16.9% | -10.7% | +27.6% | +17.9% |
| 6M | +26.6% | -20.6% | +47.2% | +28.8% |
| YTD | +15.8% | -7.1% | +22.9% | +13.9% |
| 1Y | +27.2% | +62.0% | -34.8% | +16.9% |
| 3Y | +132.4% | +169.8% | -37.4% | +100.1% |
| 5Y | +72.6% | +161.5% | -88.9% | +47.8% |
| 10Y | +389.7% | +224.4% | +165.3% | +300.1% |
| All | +93.8% | +363.7% | -270.0% | +28.9% |
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