+333.1%
SLV vs FFIV
+1,228.6%
-895.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | -1.0% | +0.6% | -0.2% |
| 30D | +6.7% | -5.1% | +11.8% | +7.3% |
| 3M | -10.7% | -4.5% | -6.2% | -10.3% |
| 6M | -20.6% | +36.5% | -57.1% | -23.5% |
| YTD | -7.1% | +53.0% | -60.1% | -11.5% |
| 1Y | +62.0% | +24.2% | +37.8% | +57.5% |
| 3Y | +169.8% | +137.2% | +32.6% | +144.4% |
| 5Y | +161.5% | +91.8% | +69.7% | +139.6% |
| 10Y | +224.4% | +215.2% | +9.2% | +179.2% |
| All | +333.1% | +1,228.6% | -895.5% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling