+164.7%
SLV vs ALK
-39.7%
+204.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.4% |
| 7D | +3.7% | +12.9% | -9.3% | +2.2% |
| 30D | -15.2% | +5.5% | -20.7% | -15.7% |
| 3M | -21.8% | -12.1% | -9.7% | -20.8% |
| 6M | -36.3% | +1.7% | -38.1% | -36.8% |
| YTD | -27.8% | -17.4% | -10.4% | -27.1% |
| 1Y | +1.5% | -1.9% | +3.4% | +1.0% |
| 3Y | +128.5% | +21.2% | +107.3% | +119.4% |
| 5Y | +103.2% | -27.8% | +131.0% | +101.2% |
| 10Y | +164.7% | -41.0% | +205.7% | +143.3% |
| All | +164.7% | -39.7% | +204.4% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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