+175.9%
SLV vs ALLY
+201.0%
-25.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.6% |
| 7D | +5.6% | -0.2% | +5.8% | +5.7% |
| 30D | -12.1% | +3.4% | -15.6% | -12.4% |
| 3M | -16.3% | -11.1% | -5.2% | -15.2% |
| 6M | -34.1% | -11.5% | -22.6% | -33.2% |
| YTD | -25.3% | -12.3% | -12.9% | -24.3% |
| 1Y | +9.6% | +1.1% | +8.5% | +9.4% |
| 3Y | +132.7% | +64.8% | +67.9% | +118.1% |
| 5Y | +113.7% | -6.9% | +120.5% | +108.5% |
| 10Y | +175.9% | +194.9% | -19.1% | +147.9% |
| All | +175.9% | +201.0% | -25.1% | +147.9% |
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