+218.9%
SLV vs SFM
+293.3%
-74.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.6% |
| 7D | +2.5% | -5.8% | +8.3% | +2.7% |
| 30D | +3.3% | -11.4% | +14.6% | +3.5% |
| 3M | -3.6% | -12.2% | +8.6% | -3.3% |
| 6M | -21.8% | -5.2% | -16.7% | -21.9% |
| YTD | -7.8% | -4.5% | -3.4% | -8.0% |
| 1Y | +58.3% | -45.4% | +103.7% | +60.9% |
| 3Y | +182.6% | +91.1% | +91.5% | +175.5% |
| 5Y | +167.8% | +226.8% | -59.0% | +157.7% |
| 10Y | +218.9% | +291.9% | -73.1% | +204.8% |
| All | +218.9% | +293.3% | -74.5% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling