+106.9%
SLV vs SFM
+105.4%
+1.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.1% |
| 7D | +5.1% | -1.2% | +6.3% | +5.1% |
| 30D | -12.9% | -24.8% | +11.8% | -12.1% |
| 3M | -16.1% | -43.7% | +27.6% | -14.5% |
| 6M | -33.2% | -37.3% | +4.1% | -32.2% |
| YTD | -27.2% | -38.4% | +11.1% | -26.3% |
| 1Y | +7.6% | -36.9% | +44.5% | +8.8% |
| 3Y | +122.3% | +20.7% | +101.7% | +114.2% |
| All | +106.9% | +105.4% | +1.6% | +102.1% |
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