+218.9%
SLV vs FITB
+285.0%
-66.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +2.5% | +2.8% | -0.3% | +2.3% |
| 30D | +3.3% | -4.5% | +7.8% | +3.6% |
| 3M | -3.6% | +5.7% | -9.2% | -4.1% |
| 6M | -21.8% | +17.1% | -38.9% | -22.9% |
| YTD | -7.8% | +18.3% | -26.2% | -9.3% |
| 1Y | +58.3% | +23.9% | +34.4% | +55.0% |
| 3Y | +182.6% | +131.1% | +51.5% | +162.1% |
| 5Y | +167.8% | +71.1% | +96.7% | +151.6% |
| 10Y | +218.9% | +283.9% | -65.0% | +169.1% |
| All | +218.9% | +285.0% | -66.2% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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