+145.8%
SLV vs FTV
+127.5%
+18.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -14.2% | +18.3% | -32.5% | -16.9% |
| 3M | -20.3% | +10.2% | -30.5% | -21.8% |
| 6M | -40.2% | +12.8% | -53.0% | -41.6% |
| YTD | -27.6% | +23.4% | -51.0% | -30.7% |
| 1Y | +0.4% | +31.4% | -31.0% | -4.9% |
| 3Y | +129.4% | +38.7% | +90.7% | +113.8% |
| 5Y | +99.8% | +18.6% | +81.2% | +88.7% |
| 10Y | +183.2% | +110.1% | +73.1% | +132.4% |
| All | +145.8% | +127.5% | +18.3% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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