+147.1%
SLV vs SFM
+40.3%
+106.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | 0.0% |
| 7D | +5.1% | -1.2% | +6.3% | +5.1% |
| 30D | -12.9% | -24.8% | +11.8% | -12.3% |
| 3M | -16.1% | -43.7% | +27.6% | -15.0% |
| 6M | -33.2% | -37.3% | +4.1% | -32.5% |
| YTD | -27.2% | -38.4% | +11.1% | -26.6% |
| 1Y | +7.6% | -36.9% | +44.5% | +8.5% |
| 3Y | +122.3% | +20.7% | +101.7% | +119.7% |
| 5Y | +109.7% | +103.5% | +6.2% | +104.6% |
| 10Y | +168.4% | +139.7% | +28.7% | +161.9% |
| All | +147.1% | +40.3% | +106.8% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling