+215.3%
SLV vs SFM
+132.6%
+82.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.9% |
| YTD | -7.1% | +2.2% | -9.3% | -7.4% |
| 1Y | +62.0% | -41.9% | +103.9% | +64.1% |
| 3Y | +169.8% | +106.8% | +63.1% | +163.3% |
| 5Y | +161.5% | +231.6% | -70.1% | +152.1% |
| 10Y | +224.4% | +258.4% | -34.0% | +213.3% |
| All | +215.3% | +132.6% | +82.8% | +196.7% |
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