+333.1%
SLV vs FIX
+13,579.8%
-13,246.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -0.3% | +6.0% | -6.4% | -1.1% |
| 30D | +6.7% | -7.2% | +13.9% | +7.7% |
| 3M | -10.7% | -15.9% | +5.2% | -9.0% |
| 6M | -20.6% | +12.7% | -33.3% | -22.2% |
| YTD | -7.1% | +72.8% | -79.9% | -13.5% |
| 1Y | +62.0% | +122.9% | -60.9% | +45.7% |
| 3Y | +169.8% | +774.3% | -604.5% | +98.9% |
| 5Y | +161.5% | +2,049.5% | -1,888.0% | +69.9% |
| 10Y | +224.4% | +5,821.5% | -5,597.1% | +76.0% |
| All | +333.1% | +13,579.8% | -13,246.7% | +87.1% |
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