+113.7%
SLV vs FIX
+1,049.0%
-935.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.7% | +1.3% |
| 7D | +5.6% | -7.2% | +12.9% | +6.1% |
| 30D | -12.1% | -35.1% | +23.0% | -6.8% |
| 3M | -16.3% | -34.3% | +18.0% | -11.6% |
| 6M | -34.1% | -42.9% | +8.9% | -29.2% |
| YTD | -25.3% | +19.5% | -44.7% | -26.4% |
| 1Y | +9.6% | +16.8% | -7.2% | +8.1% |
| 3Y | +132.7% | +506.7% | -374.0% | +86.6% |
| 5Y | +113.7% | +1,046.7% | -933.0% | +54.9% |
| All | +113.7% | +1,049.0% | -935.3% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling