+116.0%
SLV vs FISV
-47.4%
+163.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.1% |
| 7D | -5.8% | +1.4% | -7.3% | -5.8% |
| 30D | -12.1% | +38.4% | -50.6% | -11.4% |
| 3M | -24.1% | +14.9% | -39.0% | -23.8% |
| 6M | -44.4% | +21.8% | -66.2% | -44.0% |
| YTD | -31.5% | -5.0% | -26.4% | -31.0% |
| 1Y | -6.9% | -1.2% | -5.8% | -6.3% |
| 3Y | +116.0% | -47.5% | +163.5% | +87.5% |
| All | +116.0% | -47.4% | +163.4% | +87.5% |
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