+237.0%
SLV vs ACWI
+356.8%
-119.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +6.7% | +0.9% | +5.8% | +6.3% |
| 3M | -10.7% | +2.4% | -13.1% | -11.4% |
| 6M | -20.6% | +12.4% | -33.0% | -24.3% |
| YTD | -7.1% | +15.2% | -22.3% | -12.0% |
| 1Y | +62.0% | +22.7% | +39.3% | +49.3% |
| 3Y | +169.8% | +75.8% | +94.0% | +112.5% |
| 5Y | +161.5% | +67.7% | +93.7% | +108.3% |
| 10Y | +224.4% | +229.0% | -4.6% | +92.0% |
| All | +237.0% | +356.8% | -119.8% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling