+7.6%
SLV vs ALM
+31.8%
-24.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.7% |
| 7D | +5.1% | -6.7% | +11.8% | +7.0% |
| 30D | -12.9% | -32.9% | +20.0% | -2.7% |
| 3M | -16.1% | -39.5% | +23.4% | -4.7% |
| 6M | -33.2% | -62.0% | +28.8% | -14.9% |
| YTD | -27.2% | -7.8% | -19.4% | -24.6% |
| 1Y | +7.6% | +26.7% | -19.1% | +9.1% |
| All | +7.6% | +31.8% | -24.2% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling