+333.1%
SLV vs ALB
+605.9%
-272.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.5% |
| 7D | -0.3% | -8.1% | +7.7% | +1.0% |
| 30D | +6.7% | +6.3% | +0.4% | +5.4% |
| 3M | -10.7% | -23.6% | +12.9% | -6.8% |
| 6M | -20.6% | -24.6% | +4.0% | -17.3% |
| YTD | -7.1% | -10.3% | +3.1% | -5.2% |
| 1Y | +62.0% | +61.5% | +0.5% | +51.2% |
| 3Y | +169.8% | -34.0% | +203.8% | +174.6% |
| 5Y | +161.5% | -44.6% | +206.0% | +164.5% |
| 10Y | +224.4% | +76.1% | +148.3% | +150.6% |
| All | +333.1% | +605.9% | -272.8% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling