+165.7%
SLV vs FITB
+71.5%
+94.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.1% |
| 3M | -10.7% | +6.7% | -17.4% | -11.2% |
| 6M | -20.6% | +12.6% | -33.2% | -21.5% |
| YTD | -7.1% | +19.1% | -26.3% | -8.8% |
| 1Y | +62.0% | +22.6% | +39.3% | +58.7% |
| 3Y | +169.8% | +127.1% | +42.7% | +151.4% |
| All | +165.7% | +71.5% | +94.2% | +142.2% |
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