+77.6%
SLV vs FIVE
+826.1%
-748.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.2% |
| 7D | -0.7% | -1.7% | +1.0% | -0.6% |
| 30D | -15.4% | +14.9% | -30.3% | -16.3% |
| 3M | -16.3% | +7.6% | -23.9% | -16.9% |
| 6M | -28.8% | +6.4% | -35.2% | -29.4% |
| YTD | -27.1% | +28.1% | -55.2% | -28.9% |
| 1Y | +7.5% | +54.7% | -47.2% | +3.4% |
| 3Y | +121.2% | +36.1% | +85.1% | +109.3% |
| 5Y | +110.0% | +14.9% | +95.1% | +98.3% |
| 10Y | +168.8% | +578.8% | -410.1% | +135.5% |
| All | +77.6% | +826.1% | -748.5% | +53.0% |
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