+182.2%
SLV vs ACM
+132.1%
+50.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | +3.7% | +6.6% | -3.0% | +2.6% |
| 30D | -15.2% | +19.8% | -34.9% | -17.6% |
| 3M | -21.8% | -3.1% | -18.6% | -21.6% |
| 6M | -36.3% | -11.5% | -24.8% | -35.5% |
| YTD | -27.8% | -24.7% | -3.2% | -24.9% |
| 1Y | +1.5% | -45.1% | +46.6% | +10.8% |
| 3Y | +128.5% | -8.9% | +137.4% | +128.4% |
| 5Y | +103.2% | +5.4% | +97.8% | +97.5% |
| All | +182.2% | +132.1% | +50.1% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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