+171.1%
SLV vs FIX
+3,608.1%
-3,437.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.6% | -0.8% |
| 7D | +5.1% | -17.5% | +22.5% | +7.1% |
| 30D | -12.9% | -41.6% | +28.7% | -7.4% |
| 3M | -16.1% | -40.6% | +24.5% | -11.1% |
| 6M | -33.2% | -49.4% | +16.2% | -28.1% |
| YTD | -27.2% | +9.2% | -36.4% | -27.7% |
| 1Y | +7.6% | +6.5% | +1.2% | +7.0% |
| 3Y | +122.3% | +448.7% | -326.4% | +84.9% |
| 5Y | +109.7% | +948.7% | -839.0% | +62.4% |
| All | +171.1% | +3,608.1% | -3,437.0% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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