+116.0%
SLV vs FIS
-38.7%
+154.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -1.9% |
| 7D | -5.8% | +2.8% | -8.7% | -5.6% |
| 30D | -12.1% | -16.7% | +4.6% | -13.2% |
| 3M | -24.1% | -32.3% | +8.2% | -25.5% |
| 6M | -44.4% | -29.1% | -15.3% | -45.3% |
| YTD | -31.5% | -54.1% | +22.6% | -31.8% |
| 1Y | -6.9% | -53.7% | +46.8% | -7.4% |
| 3Y | +116.0% | -38.8% | +154.9% | +80.4% |
| All | +116.0% | -38.7% | +154.7% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling