+183.5%
SLV vs ALM
+7,705.7%
-7,522.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -0.3% | -2.6% | +2.3% | -0.3% |
| 30D | +6.7% | +32.0% | -25.3% | +6.7% |
| 3M | -10.7% | -15.0% | +4.3% | -10.7% |
| 6M | -20.6% | -10.1% | -10.5% | -20.6% |
| YTD | -7.1% | +99.4% | -106.6% | -6.9% |
| 1Y | +62.0% | +316.4% | -254.4% | +63.0% |
| 3Y | +169.8% | +2,022.0% | -1,852.2% | +174.2% |
| 5Y | +161.5% | +941.2% | -779.7% | +165.1% |
| 10Y | +224.4% | +2,950.3% | -2,725.9% | +233.8% |
| All | +183.5% | +7,705.7% | -7,522.2% | +206.8% |
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