+175.9%
SLV vs ALM
+2,221.4%
-2,045.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +2.2% |
| 7D | +5.6% | +0.7% | +4.9% | +5.6% |
| 30D | -12.1% | -26.1% | +14.0% | -10.5% |
| 3M | -16.3% | -38.1% | +21.8% | -14.0% |
| 6M | -34.1% | -55.4% | +21.3% | -31.2% |
| YTD | -25.3% | -0.4% | -24.9% | -24.4% |
| 1Y | +9.6% | +25.4% | -15.7% | +9.9% |
| 3Y | +132.7% | +907.8% | -775.1% | +118.9% |
| 5Y | +113.7% | +440.2% | -326.5% | +102.1% |
| 10Y | +175.9% | +2,031.1% | -1,855.3% | +161.7% |
| All | +175.9% | +2,221.4% | -2,045.6% | +161.7% |
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