+171.1%
SLV vs ACWI
+219.0%
-47.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +5.1% | -2.4% | +7.4% | +6.6% |
| 30D | -12.9% | -5.2% | -7.7% | -10.0% |
| 3M | -16.1% | -4.8% | -11.3% | -13.4% |
| 6M | -33.2% | -1.3% | -31.9% | -32.1% |
| YTD | -27.2% | +8.4% | -35.6% | -29.1% |
| 1Y | +7.6% | +11.0% | -3.4% | +3.8% |
| 3Y | +122.3% | +70.6% | +51.8% | +76.3% |
| 5Y | +109.7% | +55.3% | +54.4% | +70.5% |
| All | +171.1% | +219.0% | -47.9% | +50.7% |
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