+164.7%
SLV vs ACWI
+220.7%
-56.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.2% |
| 7D | +3.7% | -0.2% | +3.8% | +3.7% |
| 30D | -15.2% | -3.3% | -11.9% | -13.4% |
| 3M | -21.8% | -3.4% | -18.4% | -19.9% |
| 6M | -36.3% | +0.8% | -37.1% | -36.1% |
| YTD | -27.8% | +10.7% | -38.5% | -30.5% |
| 1Y | +1.5% | +11.6% | -10.1% | -2.6% |
| 3Y | +128.5% | +73.4% | +55.1% | +79.4% |
| 5Y | +103.2% | +60.2% | +43.1% | +62.6% |
| 10Y | +164.7% | +221.6% | -56.9% | +45.9% |
| All | +164.7% | +220.7% | -56.0% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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