-0.8%
F vs SLV
+7.4%
-8.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.6% | +5.1% | -3.5% | +1.1% |
| 30D | +2.6% | -12.9% | +15.6% | +3.8% |
| 3M | -8.8% | -16.1% | +7.3% | -7.5% |
| 6M | +4.6% | -33.2% | +37.8% | +7.8% |
| YTD | -1.9% | -27.2% | +25.3% | +2.4% |
| 1Y | -0.8% | +7.6% | -8.4% | -0.1% |
| All | -0.8% | +7.4% | -8.1% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 1y: compounded portfolio wealth divided by compounded SLV 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…
1y analysis · Full analysis span regression · 6 months rolling