+126.4%
SLV vs FIVE
+868.1%
-741.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.6% |
| 7D | -0.3% | +4.3% | -4.6% | -0.7% |
| 30D | +6.7% | +12.5% | -5.8% | +5.6% |
| 3M | -10.7% | +31.2% | -41.9% | -12.7% |
| 6M | -20.6% | +14.4% | -35.0% | -21.7% |
| YTD | -7.1% | +33.9% | -41.0% | -9.6% |
| 1Y | +62.0% | +65.1% | -3.1% | +55.0% |
| 3Y | +169.8% | +49.0% | +120.9% | +153.8% |
| 5Y | +161.5% | +30.3% | +131.2% | +144.9% |
| 10Y | +224.4% | +481.1% | -256.7% | +183.3% |
| All | +126.4% | +868.1% | -741.7% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling