+106.9%
SLV vs FIS
-71.2%
+178.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | +5.1% | -25.5% | +30.6% | +5.0% |
| 30D | -12.9% | -15.1% | +2.1% | -13.3% |
| 3M | -16.1% | -32.1% | +16.0% | -15.9% |
| 6M | -33.2% | -36.1% | +2.9% | -33.0% |
| YTD | -27.2% | -55.4% | +28.1% | -25.6% |
| 1Y | +7.6% | -53.9% | +61.5% | +9.7% |
| 3Y | +122.3% | -39.8% | +162.1% | +121.3% |
| All | +106.9% | -71.2% | +178.1% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling