+122.7%
SLV vs AMCR
+106.4%
+16.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | -1.9% | +1.5% | 0.0% |
| 30D | +6.7% | -4.1% | +10.8% | +7.5% |
| 3M | -10.7% | +21.7% | -32.4% | -14.2% |
| 6M | -20.6% | +1.5% | -22.1% | -21.2% |
| YTD | -7.1% | +13.1% | -20.3% | -9.2% |
| 1Y | +62.0% | +16.5% | +45.5% | +57.5% |
| 3Y | +169.8% | +10.3% | +159.6% | +162.4% |
| 5Y | +161.5% | -7.7% | +169.1% | +160.2% |
| 10Y | +224.4% | +24.6% | +199.8% | +203.1% |
| All | +122.7% | +106.4% | +16.3% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling