+165.7%
SLV vs ACM
+5.0%
+160.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.3% | -3.7% | +3.4% | +0.4% |
| 30D | +6.7% | -11.1% | +17.8% | +9.0% |
| 3M | -10.7% | -8.0% | -2.7% | -9.6% |
| 6M | -20.6% | -29.7% | +9.1% | -14.8% |
| YTD | -7.1% | -29.4% | +22.2% | -0.3% |
| 1Y | +62.0% | -46.4% | +108.4% | +84.0% |
| 3Y | +169.8% | -22.3% | +192.2% | +176.1% |
| All | +165.7% | +5.0% | +160.8% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling