+122.3%
SLV vs FFIV
+102.2%
+20.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +5.1% | -8.1% | +13.2% | +7.2% |
| 30D | -12.9% | -33.4% | +20.5% | -4.6% |
| 3M | -16.1% | -24.7% | +8.7% | -11.0% |
| 6M | -33.2% | -8.8% | -24.3% | -32.4% |
| YTD | -27.2% | +21.8% | -49.0% | -31.6% |
| 1Y | +7.6% | +25.3% | -17.7% | +0.7% |
| 3Y | +122.3% | +101.2% | +21.2% | +77.9% |
| All | +122.3% | +102.2% | +20.1% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling