+237.7%
SLV vs FFIV
+988.8%
-751.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -1.1% | -2.9% | +1.9% | -0.8% |
| 30D | -14.2% | -32.4% | +18.2% | -10.5% |
| 3M | -20.3% | -22.7% | +2.4% | -18.2% |
| 6M | -40.2% | -10.7% | -29.5% | -39.6% |
| YTD | -27.6% | +25.4% | -53.0% | -29.6% |
| 1Y | +0.4% | +34.2% | -33.7% | -3.0% |
| 3Y | +129.4% | +101.2% | +28.2% | +111.2% |
| 5Y | +99.8% | +42.0% | +57.8% | +88.6% |
| 10Y | +183.2% | +126.7% | +56.5% | +151.6% |
| All | +237.7% | +988.8% | -751.1% | +142.5% |
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