+187.0%
SLV vs FISV
-60.0%
+247.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +2.2% |
| 7D | +2.8% | -6.4% | +9.2% | +2.7% |
| 30D | +2.2% | -6.8% | +9.0% | +2.1% |
| 3M | +2.9% | -10.0% | +12.9% | +2.8% |
| 6M | -22.4% | -20.6% | -1.8% | -22.5% |
| YTD | -5.7% | -27.6% | +21.8% | -5.8% |
| 1Y | +63.3% | -64.3% | +127.6% | +64.4% |
| All | +187.0% | -60.0% | +247.0% | +178.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling