+89.9%
SLV vs ALM
+410.2%
-320.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.9% | -3.1% |
| 7D | -5.8% | +1.2% | -7.1% | -6.0% |
| 30D | -12.1% | -19.3% | +7.2% | -10.1% |
| 3M | -24.1% | -40.6% | +16.5% | -19.9% |
| 6M | -44.4% | -57.9% | +13.5% | -39.6% |
| YTD | -31.5% | -6.7% | -24.8% | -29.7% |
| 1Y | -6.9% | +20.2% | -27.1% | -5.8% |
| 3Y | +116.0% | +879.4% | -763.4% | +93.5% |
| All | +89.9% | +410.2% | -320.4% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling