+215.2%
SLV vs FTV
+90.8%
+124.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.3% | -4.5% | +4.2% | +0.5% |
| 30D | +6.7% | -7.1% | +13.7% | +8.1% |
| 3M | -10.7% | -7.2% | -3.5% | -9.6% |
| 6M | -20.6% | -1.5% | -19.1% | -20.6% |
| YTD | -7.1% | +3.5% | -10.6% | -8.1% |
| 1Y | +62.0% | +20.3% | +41.6% | +56.0% |
| 3Y | +169.8% | -3.1% | +172.9% | +167.7% |
| 5Y | +161.5% | +2.3% | +159.1% | +154.2% |
| 10Y | +224.4% | +76.3% | +148.1% | +175.5% |
| All | +215.2% | +90.8% | +124.4% | +164.6% |
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