+182.0%
SLV vs FIS
-55.0%
+237.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.1% | +2.8% | -2.9% |
| 7D | -3.9% | -3.5% | -0.4% | -3.6% |
| 30D | -15.6% | -19.4% | +3.8% | -14.9% |
| 3M | -23.6% | -31.6% | +8.0% | -21.9% |
| 6M | -42.6% | -32.5% | -10.0% | -41.3% |
| YTD | -30.0% | -56.0% | +26.0% | -25.2% |
| 1Y | -6.6% | -55.5% | +48.9% | -0.4% |
| 3Y | +121.8% | -41.3% | +163.1% | +125.7% |
| 5Y | +92.7% | -72.3% | +164.9% | +115.6% |
| All | +182.0% | -55.0% | +237.0% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling