+106.9%
SLV vs FFIV
+39.5%
+67.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +5.1% | -8.1% | +13.2% | +7.0% |
| 30D | -12.9% | -33.4% | +20.5% | -5.4% |
| 3M | -16.1% | -24.7% | +8.7% | -11.4% |
| 6M | -33.2% | -8.8% | -24.3% | -32.4% |
| YTD | -27.2% | +21.8% | -49.0% | -31.0% |
| 1Y | +7.6% | +25.3% | -17.7% | +1.6% |
| 3Y | +122.3% | +101.2% | +21.2% | +87.3% |
| All | +106.9% | +39.5% | +67.5% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling