+182.0%
SLV vs ALB
+34.2%
+147.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | -3.9% | -3.6% | -0.3% | -3.3% |
| 30D | -15.6% | -2.9% | -12.8% | -15.3% |
| 3M | -23.6% | -25.8% | +2.2% | -20.3% |
| 6M | -42.6% | -53.6% | +11.0% | -36.1% |
| YTD | -30.0% | -32.4% | +2.4% | -25.5% |
| 1Y | -6.6% | -13.0% | +6.4% | -3.2% |
| 3Y | +121.8% | -15.0% | +136.8% | +123.4% |
| 5Y | +92.7% | -63.5% | +156.2% | +106.2% |
| All | +182.0% | +34.2% | +147.8% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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