+333.1%
SLV vs FITB
+154.5%
+178.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | -10.7% | +6.7% | -17.4% | -10.9% |
| 6M | -20.6% | +12.6% | -33.2% | -21.0% |
| YTD | -7.1% | +19.1% | -26.3% | -7.8% |
| 1Y | +62.0% | +22.6% | +39.3% | +60.6% |
| 3Y | +169.8% | +127.1% | +42.7% | +161.4% |
| 5Y | +161.5% | +71.8% | +89.6% | +154.6% |
| 10Y | +224.4% | +287.2% | -62.8% | +204.6% |
| All | +333.1% | +154.5% | +178.6% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling