+333.1%
SLV vs FIS
+169.0%
+164.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | +6.7% | -2.2% | +8.9% | +6.9% |
| 3M | -10.7% | +2.1% | -12.8% | -11.1% |
| 6M | -20.6% | -14.7% | -5.9% | -19.6% |
| YTD | -7.1% | -35.7% | +28.6% | -3.0% |
| 1Y | +62.0% | -37.1% | +99.0% | +69.5% |
| 3Y | +169.8% | -20.0% | +189.8% | +171.7% |
| 5Y | +161.5% | -62.1% | +223.6% | +184.9% |
| 10Y | +224.4% | -37.4% | +261.8% | +228.1% |
| All | +333.1% | +169.0% | +164.1% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling