+127.0%
SLV vs BAH
+886.2%
-759.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.3% | -3.2% | +2.9% | -0.1% |
| 30D | +6.7% | +2.0% | +4.7% | +6.5% |
| 3M | -10.7% | -7.6% | -3.1% | -10.3% |
| 6M | -20.6% | -5.7% | -14.9% | -20.6% |
| YTD | -7.1% | -11.7% | +4.6% | -6.9% |
| 1Y | +62.0% | -27.4% | +89.3% | +64.9% |
| 3Y | +169.8% | -32.5% | +202.4% | +173.0% |
| 5Y | +161.5% | -3.3% | +164.8% | +153.7% |
| 10Y | +224.4% | +186.0% | +38.4% | +182.3% |
| All | +127.0% | +886.2% | -759.2% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling