+122.3%
SLV vs ALC
+2.3%
+120.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | +5.1% | +4.9% | +0.2% | +4.1% |
| 30D | -12.9% | +19.0% | -31.9% | -15.9% |
| 3M | -16.1% | +7.8% | -23.8% | -17.4% |
| 6M | -33.2% | +14.6% | -47.7% | -35.3% |
| YTD | -27.2% | -4.4% | -22.8% | -26.2% |
| 1Y | +7.6% | +1.4% | +6.2% | +7.6% |
| 3Y | +122.3% | +2.5% | +119.8% | +115.1% |
| All | +122.3% | +2.3% | +120.1% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling