+175.9%
SLV vs ACWI
+226.8%
-51.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +1.2% |
| 7D | +5.6% | +0.3% | +5.3% | +5.4% |
| 30D | -12.1% | -2.8% | -9.3% | -10.5% |
| 3M | -16.3% | -3.2% | -13.1% | -14.5% |
| 6M | -34.1% | +1.3% | -35.3% | -34.0% |
| YTD | -25.3% | +11.2% | -36.5% | -28.2% |
| 1Y | +9.6% | +13.8% | -4.2% | +4.2% |
| 3Y | +132.7% | +76.2% | +56.5% | +81.2% |
| 5Y | +113.7% | +59.5% | +54.2% | +71.1% |
| 10Y | +175.9% | +222.2% | -46.3% | +53.5% |
| All | +175.9% | +226.8% | -51.0% | +53.5% |
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