+218.9%
SLV vs BAH
+182.5%
+36.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | +2.5% | -4.3% | +6.8% | +2.7% |
| 30D | +3.3% | -4.5% | +7.7% | +3.5% |
| 3M | -3.6% | -7.6% | +4.0% | -3.3% |
| 6M | -21.8% | -10.6% | -11.2% | -21.6% |
| YTD | -7.8% | -12.6% | +4.7% | -7.7% |
| 1Y | +58.3% | -27.0% | +85.3% | +60.4% |
| 3Y | +182.6% | -31.5% | +214.1% | +184.1% |
| 5Y | +167.8% | -3.8% | +171.6% | +159.7% |
| 10Y | +218.9% | +183.9% | +34.9% | +208.0% |
| All | +218.9% | +182.5% | +36.3% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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