+265.3%
F vs SLV
+263.8%
+1.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +2.0% | -15.4% | +17.4% | +4.1% |
| 3M | -10.4% | -16.3% | +5.9% | -8.5% |
| 6M | +9.7% | -28.8% | +38.5% | +14.0% |
| YTD | -1.2% | -27.1% | +26.0% | +0.4% |
| 1Y | 0.0% | +7.5% | -7.5% | -3.9% |
| 3Y | +41.1% | +121.2% | -80.1% | +21.5% |
| 5Y | -11.4% | +110.0% | -121.4% | -23.9% |
| 10Y | +85.0% | +168.8% | -83.8% | +50.7% |
| All | +265.3% | +263.8% | +1.5% | +160.8% |
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