+122.3%
SLV vs FIVE
+34.8%
+87.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +5.1% | -0.3% | +5.4% | +5.1% |
| 30D | -12.9% | +17.7% | -30.6% | -14.4% |
| 3M | -16.1% | +4.0% | -20.1% | -16.6% |
| 6M | -33.2% | +2.6% | -35.8% | -33.7% |
| YTD | -27.2% | +27.6% | -54.8% | -29.5% |
| 1Y | +7.6% | +59.9% | -52.3% | +1.7% |
| 3Y | +122.3% | +35.8% | +86.6% | +103.6% |
| All | +122.3% | +34.8% | +87.5% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling