+138.6%
SLV vs ALLE
+331.3%
-192.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.1% |
| 7D | -0.7% | 0.0% | -0.8% | -0.7% |
| 30D | -15.4% | +20.6% | -35.9% | -17.4% |
| 3M | -16.3% | +11.4% | -27.7% | -17.5% |
| 6M | -28.8% | +42.5% | -71.3% | -32.1% |
| YTD | -27.1% | +18.9% | -46.0% | -29.0% |
| 1Y | +7.5% | +14.2% | -6.6% | +5.3% |
| 3Y | +121.2% | +90.7% | +30.5% | +102.8% |
| 5Y | +110.0% | +52.5% | +57.5% | +95.3% |
| 10Y | +168.8% | +231.2% | -62.4% | +139.7% |
| All | +138.6% | +331.3% | -192.7% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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