+184.2%
SLV vs FITB
+132.2%
+52.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +6.7% | -4.7% | +11.4% | +7.2% |
| 3M | -10.7% | +6.7% | -17.4% | -11.5% |
| 6M | -20.6% | +12.6% | -33.2% | -22.0% |
| YTD | -7.1% | +19.1% | -26.3% | -9.7% |
| 1Y | +62.0% | +22.6% | +39.3% | +57.1% |
| All | +184.2% | +132.2% | +52.0% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling