+171.1%
SLV vs BAH
+220.7%
-49.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.1% |
| 7D | +5.1% | -3.5% | +8.6% | +5.2% |
| 30D | -12.9% | +24.3% | -37.2% | -13.8% |
| 3M | -16.1% | +16.3% | -32.4% | -16.7% |
| 6M | -33.2% | +13.6% | -46.8% | -33.7% |
| YTD | -27.2% | +3.5% | -30.7% | -27.8% |
| 1Y | +7.6% | +2.7% | +4.9% | +6.9% |
| 3Y | +122.3% | -26.6% | +148.9% | +123.7% |
| 5Y | +109.7% | +8.5% | +101.2% | +102.5% |
| All | +171.1% | +220.7% | -49.6% | +175.6% |
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