+77.4%
SLV vs FIVE
+822.5%
-745.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.0% |
| 3M | -16.1% | +4.0% | -20.1% | -16.5% |
| 6M | -33.2% | +2.6% | -35.8% | -33.6% |
| YTD | -27.2% | +27.6% | -54.8% | -28.9% |
| 1Y | +7.6% | +59.9% | -52.3% | +3.3% |
| 3Y | +122.3% | +35.8% | +86.6% | +110.4% |
| 5Y | +109.7% | +14.4% | +95.3% | +98.1% |
| 10Y | +168.4% | +576.1% | -407.7% | +135.3% |
| All | +77.4% | +822.5% | -745.1% | +52.9% |
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