+113.7%
SLV vs FITB
+49.1%
+64.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.5% |
| 7D | +5.6% | -1.1% | +6.7% | +5.7% |
| 30D | -12.1% | +7.3% | -19.5% | -12.6% |
| 3M | -16.3% | -4.0% | -12.3% | -16.1% |
| 6M | -34.1% | +11.9% | -46.0% | -34.7% |
| YTD | -25.3% | +19.0% | -44.3% | -26.6% |
| 1Y | +9.6% | +31.0% | -21.4% | +6.9% |
| 3Y | +132.7% | +143.8% | -11.1% | +116.8% |
| 5Y | +113.7% | +48.9% | +64.8% | +94.3% |
| All | +113.7% | +49.1% | +64.6% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling