+53.5%
F vs SLV
+132.0%
-78.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.4% |
| 7D | -0.6% | +5.6% | -6.3% | -1.2% |
| 30D | +2.9% | -12.1% | +15.0% | +4.2% |
| 3M | -9.5% | -16.3% | +6.8% | -8.0% |
| 6M | +4.0% | -34.1% | +38.1% | +8.0% |
| YTD | -1.3% | -25.3% | +24.0% | -0.6% |
| 1Y | -1.9% | +9.6% | -11.5% | -6.5% |
| 3Y | +53.5% | +132.7% | -79.2% | +20.6% |
| All | +53.5% | +132.0% | -78.5% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling