+116.0%
SLV vs ALM
+909.2%
-793.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.9% | -3.3% |
| 7D | -5.8% | +1.2% | -7.1% | -6.1% |
| 30D | -12.1% | -19.3% | +7.2% | -9.7% |
| 3M | -24.1% | -40.6% | +16.5% | -19.0% |
| 6M | -44.4% | -57.9% | +13.5% | -38.5% |
| YTD | -31.5% | -6.7% | -24.8% | -28.8% |
| 1Y | -6.9% | +20.2% | -27.1% | -4.6% |
| 3Y | +116.0% | +879.4% | -763.4% | +109.4% |
| All | +116.0% | +909.2% | -793.2% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling