+103.2%
SLV vs RJF
+81.1%
+22.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | +3.7% | +4.0% | -0.3% | +3.2% |
| 30D | -15.2% | +6.1% | -21.3% | -15.8% |
| 3M | -21.8% | -5.8% | -16.0% | -21.2% |
| 6M | -36.3% | +9.7% | -46.0% | -37.1% |
| YTD | -27.8% | +6.2% | -34.0% | -28.4% |
| 1Y | +1.5% | +5.3% | -3.8% | +0.8% |
| 3Y | +128.5% | +74.4% | +54.1% | +116.9% |
| 5Y | +103.2% | +81.6% | +21.7% | +90.8% |
| All | +103.2% | +81.1% | +22.2% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling