+329.8%
SLV vs ALNY
+1,552.5%
-1,222.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | +2.5% | +5.7% | -3.2% | +2.3% |
| 30D | +3.3% | +18.7% | -15.4% | +2.5% |
| 3M | -3.6% | -11.0% | +7.4% | -3.5% |
| 6M | -21.8% | -18.9% | -2.9% | -21.4% |
| YTD | -7.8% | -34.6% | +26.8% | -6.6% |
| 1Y | +58.3% | -42.8% | +101.1% | +61.3% |
| 3Y | +182.6% | +29.1% | +153.5% | +176.5% |
| 5Y | +167.8% | +39.6% | +128.2% | +158.7% |
| 10Y | +218.9% | +253.8% | -34.9% | +185.4% |
| All | +329.8% | +1,552.5% | -1,222.6% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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