+326.3%
F vs SLV
+363.7%
-37.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +5.3% | -0.3% | +5.7% | +5.4% |
| 30D | +4.6% | +6.7% | -2.1% | +3.7% |
| 3M | -3.7% | -10.7% | +7.0% | -2.5% |
| 6M | +16.8% | -20.6% | +37.4% | +19.7% |
| YTD | +15.3% | -7.1% | +22.4% | +13.8% |
| 1Y | +31.0% | +62.0% | -31.0% | +19.3% |
| 3Y | +45.4% | +169.8% | -124.4% | +22.3% |
| 5Y | +54.7% | +161.5% | -106.8% | +29.3% |
| 10Y | +98.2% | +224.4% | -126.2% | +57.7% |
| All | +326.3% | +363.7% | -37.5% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling