+218.9%
SLV vs FIS
-40.5%
+259.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.2% |
| 7D | +2.5% | -3.5% | +6.0% | +2.8% |
| 30D | +3.3% | -7.8% | +11.1% | +4.0% |
| 3M | -3.6% | +0.8% | -4.4% | -4.0% |
| 6M | -21.8% | -21.9% | +0.1% | -20.1% |
| YTD | -7.8% | -39.5% | +31.7% | -3.2% |
| 1Y | +58.3% | -41.0% | +99.3% | +66.6% |
| 3Y | +182.6% | -23.6% | +206.2% | +184.4% |
| 5Y | +167.8% | -65.6% | +233.4% | +201.1% |
| 10Y | +218.9% | -40.2% | +259.1% | +226.6% |
| All | +218.9% | -40.5% | +259.4% | +226.6% |
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