+239.8%
SLV vs FIX
+8,097.1%
-7,857.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.6% | +11.1% | +1.0% |
| 7D | -0.7% | -27.2% | +26.5% | +3.1% |
| 30D | -15.4% | -46.9% | +31.6% | -8.5% |
| 3M | -16.3% | -44.4% | +28.1% | -10.2% |
| 6M | -28.8% | -50.9% | +22.1% | -22.6% |
| YTD | -27.1% | +3.5% | -30.7% | -27.9% |
| 1Y | +7.5% | -2.1% | +9.6% | +7.0% |
| 3Y | +121.2% | +418.7% | -297.6% | +73.9% |
| 5Y | +110.0% | +894.6% | -784.6% | +50.0% |
| 10Y | +168.8% | +3,465.5% | -3,296.7% | +55.3% |
| All | +239.8% | +8,097.1% | -7,857.3% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling