+122.1%
SLV vs ALM
+3,507.4%
-3,385.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.1% |
| 7D | +5.1% | -6.7% | +11.8% | +5.1% |
| 30D | -12.9% | -32.9% | +20.0% | -13.0% |
| 3M | -16.1% | -39.5% | +23.4% | -16.1% |
| 6M | -33.2% | -62.0% | +28.8% | -33.3% |
| YTD | -27.2% | -7.8% | -19.4% | -27.1% |
| 1Y | +7.6% | +26.7% | -19.1% | +7.9% |
| 3Y | +122.3% | +825.4% | -703.0% | +125.6% |
| 5Y | +109.7% | +401.2% | -291.5% | +112.5% |
| 10Y | +168.4% | +2,074.0% | -1,905.6% | +176.6% |
| All | +122.1% | +3,507.4% | -3,385.3% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling