+122.3%
SLV vs BAH
-26.3%
+148.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | -0.2% |
| 7D | +5.1% | -3.5% | +8.6% | +5.0% |
| 30D | -12.9% | +24.3% | -37.2% | -12.8% |
| 3M | -16.1% | +16.3% | -32.4% | -16.0% |
| 6M | -33.2% | +13.6% | -46.8% | -33.1% |
| YTD | -27.2% | +3.5% | -30.7% | -27.4% |
| 1Y | +7.6% | +2.7% | +4.9% | +7.4% |
| 3Y | +122.3% | -26.6% | +148.9% | +125.1% |
| All | +122.3% | -26.3% | +148.6% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling