+148.6%
SLV vs ALLY
+98.1%
+50.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +5.1% | +0.9% | +4.2% | +5.0% |
| 30D | -12.9% | +3.1% | -16.0% | -13.2% |
| 3M | -16.1% | -12.6% | -3.5% | -14.9% |
| 6M | -33.2% | -12.4% | -20.7% | -32.3% |
| YTD | -27.2% | -13.2% | -14.1% | -26.3% |
| 1Y | +7.6% | +1.8% | +5.8% | +7.4% |
| 3Y | +122.3% | +58.0% | +64.4% | +110.3% |
| 5Y | +109.7% | -8.4% | +118.1% | +105.2% |
| 10Y | +168.4% | +195.3% | -26.8% | +128.5% |
| All | +148.6% | +98.1% | +50.6% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling