+175.9%
SLV vs ACM
+147.1%
+28.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +1.9% |
| 7D | +5.6% | +6.9% | -1.3% | +4.5% |
| 30D | -12.1% | +19.1% | -31.2% | -14.6% |
| 3M | -16.3% | -6.9% | -9.3% | -15.6% |
| 6M | -34.1% | -12.0% | -22.0% | -33.1% |
| YTD | -25.3% | -25.1% | -0.1% | -22.1% |
| 1Y | +9.6% | -45.4% | +55.0% | +19.8% |
| 3Y | +132.7% | -6.9% | +139.6% | +131.8% |
| 5Y | +113.7% | +3.7% | +109.9% | +108.1% |
| 10Y | +175.9% | +135.8% | +40.1% | +146.3% |
| All | +175.9% | +147.1% | +28.8% | +146.3% |
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