+175.8%
SLV vs FFIV
+118.6%
+57.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.7% |
| 7D | -5.8% | -0.5% | -5.3% | -5.7% |
| 30D | -12.1% | -32.4% | +20.3% | -6.4% |
| 3M | -24.1% | -25.7% | +1.6% | -20.5% |
| 6M | -44.4% | -13.5% | -30.9% | -43.3% |
| YTD | -31.5% | +21.1% | -52.6% | -34.0% |
| 1Y | -6.9% | +29.4% | -36.4% | -11.2% |
| 3Y | +116.0% | +94.9% | +21.1% | +91.6% |
| 5Y | +88.4% | +34.7% | +53.7% | +72.2% |
| All | +175.8% | +118.6% | +57.2% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling