+175.8%
SLV vs FIVE
+504.2%
-328.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -5.8% | +2.7% | -8.5% | -6.1% |
| 30D | -12.1% | +12.7% | -24.8% | -13.2% |
| 3M | -24.1% | +2.1% | -26.2% | -24.4% |
| 6M | -44.4% | +17.5% | -61.9% | -45.5% |
| YTD | -31.5% | +31.0% | -62.5% | -33.8% |
| 1Y | -6.9% | +67.7% | -74.7% | -12.4% |
| 3Y | +116.0% | +43.4% | +72.6% | +100.2% |
| 5Y | +88.4% | +18.1% | +70.3% | +74.9% |
| All | +175.8% | +504.2% | -328.4% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling