+132.7%
SLV vs FITB
+136.2%
-3.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.4% |
| 7D | +5.6% | -1.1% | +6.7% | +5.8% |
| 30D | -12.1% | +7.3% | -19.5% | -12.9% |
| 3M | -16.3% | -4.0% | -12.3% | -16.0% |
| 6M | -34.1% | +11.9% | -46.0% | -35.2% |
| YTD | -25.3% | +19.0% | -44.3% | -27.6% |
| 1Y | +9.6% | +31.0% | -21.4% | +5.0% |
| 3Y | +132.7% | +143.8% | -11.1% | +82.7% |
| All | +132.7% | +136.2% | -3.5% | +82.7% |
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