+165.7%
SLV vs SFM
+230.0%
-64.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.3% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | +6.7% | -4.4% | +11.1% | +6.8% |
| 3M | -10.7% | +1.5% | -12.2% | -10.8% |
| 6M | -20.6% | +6.5% | -27.1% | -21.0% |
| YTD | -7.1% | +2.2% | -9.3% | -7.5% |
| 1Y | +62.0% | -41.9% | +103.9% | +66.0% |
| 3Y | +169.8% | +106.8% | +63.1% | +156.0% |
| All | +165.7% | +230.0% | -64.2% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling