+175.8%
SLV vs ALLY
+174.3%
+1.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -5.8% | +0.4% | -6.2% | -5.9% |
| 30D | -12.1% | +5.2% | -17.4% | -12.6% |
| 3M | -24.1% | -13.3% | -10.8% | -22.9% |
| 6M | -44.4% | -6.7% | -37.7% | -44.0% |
| YTD | -31.5% | -12.8% | -18.7% | -30.6% |
| 1Y | -6.9% | +0.7% | -7.6% | -7.1% |
| 3Y | +116.0% | +65.2% | +50.8% | +102.3% |
| 5Y | +88.4% | -10.1% | +98.6% | +84.6% |
| All | +175.8% | +174.3% | +1.5% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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