+187.0%
SLV vs RJF
+71.0%
+116.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +2.2% | -2.0% | +4.2% | +2.5% |
| 3M | +2.9% | +16.3% | -13.4% | +0.3% |
| 6M | -22.4% | +16.9% | -39.3% | -24.6% |
| YTD | -5.7% | +10.4% | -16.2% | -7.2% |
| 1Y | +63.3% | +7.4% | +55.9% | +61.1% |
| All | +187.0% | +71.0% | +116.0% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling