+218.9%
SLV vs ALM
+3,219.4%
-3,000.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -1.3% |
| 7D | +2.5% | +8.4% | -5.9% | +2.0% |
| 30D | +3.3% | +34.8% | -31.6% | +1.4% |
| 3M | -3.6% | +16.2% | -19.8% | -4.8% |
| 6M | -21.8% | +2.1% | -24.0% | -22.5% |
| YTD | -7.8% | +117.0% | -124.9% | -11.1% |
| 1Y | +58.3% | +313.9% | -255.6% | +49.6% |
| 3Y | +182.6% | +2,327.9% | -2,145.4% | +152.0% |
| 5Y | +167.8% | +1,040.6% | -872.8% | +141.2% |
| 10Y | +218.9% | +3,219.4% | -3,000.6% | +193.7% |
| All | +218.9% | +3,219.4% | -3,000.6% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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