+219.9%
SLV vs FISV
+3.1%
+216.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +0.7% |
| 7D | -2.8% | -2.7% | -0.2% | -2.7% |
| 30D | -1.6% | 0.0% | -1.6% | -1.7% |
| 3M | -4.4% | -2.8% | -1.7% | -4.5% |
| 6M | -25.4% | -11.8% | -13.6% | -25.0% |
| YTD | -9.8% | -23.2% | +13.4% | -8.4% |
| 1Y | +53.8% | -62.0% | +115.8% | +63.9% |
| 3Y | +174.7% | -57.6% | +232.3% | +182.9% |
| 5Y | +164.3% | -53.4% | +217.7% | +165.4% |
| All | +219.9% | +3.1% | +216.7% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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