+257.6%
ALAB vs SLV
+94.3%
+163.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.8% |
| 7D | +16.3% | -5.8% | +22.2% | +19.0% |
| 30D | -26.1% | -12.1% | -14.0% | -22.3% |
| 3M | -31.3% | -24.1% | -7.2% | -23.8% |
| 6M | -1.0% | -44.4% | +43.4% | +19.3% |
| YTD | +33.3% | -31.5% | +64.8% | +42.0% |
| 1Y | +53.5% | -6.9% | +60.5% | +42.2% |
| All | +257.6% | +94.3% | +163.3% | +169.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling