+175.9%
SLV vs FIS
-54.6%
+230.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.8% |
| 7D | +5.6% | -29.4% | +35.1% | +7.9% |
| 30D | -12.1% | -16.7% | +4.6% | -11.6% |
| 3M | -16.3% | -33.0% | +16.7% | -14.2% |
| 6M | -34.1% | -33.3% | -0.7% | -32.5% |
| YTD | -25.3% | -56.0% | +30.7% | -20.2% |
| 1Y | +9.6% | -54.6% | +64.2% | +16.6% |
| 3Y | +132.7% | -40.6% | +173.3% | +136.4% |
| 5Y | +113.7% | -71.9% | +185.6% | +138.9% |
| 10Y | +175.9% | -55.3% | +231.2% | +196.4% |
| All | +175.9% | -54.6% | +230.5% | +196.4% |
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