-6.6%
SLV vs FIX
+17.5%
-24.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.5% |
| 7D | -3.9% | +16.9% | -20.8% | -7.8% |
| 30D | -15.6% | -30.6% | +15.0% | -6.8% |
| 3M | -23.6% | -35.1% | +11.5% | -14.1% |
| 6M | -42.6% | -44.0% | +1.4% | -32.9% |
| YTD | -30.0% | +21.0% | -51.0% | -34.5% |
| 1Y | -6.6% | +16.2% | -22.8% | -12.0% |
| All | -6.6% | +17.5% | -24.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling