+239.3%
SLV vs FFIV
+957.6%
-718.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +5.1% | -8.1% | +13.2% | +6.1% |
| 30D | -12.9% | -33.4% | +20.5% | -9.1% |
| 3M | -16.1% | -24.7% | +8.7% | -13.6% |
| 6M | -33.2% | -8.8% | -24.3% | -32.7% |
| YTD | -27.2% | +21.8% | -49.0% | -29.0% |
| 1Y | +7.6% | +25.3% | -17.7% | +4.7% |
| 3Y | +122.3% | +101.2% | +21.2% | +104.9% |
| 5Y | +109.7% | +40.2% | +69.5% | +98.3% |
| 10Y | +168.4% | +129.0% | +39.4% | +138.4% |
| All | +239.3% | +957.6% | -718.3% | +144.4% |
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