+205.5%
SLV vs SYF
+340.9%
-135.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +2.4% | -2.7% | -0.5% |
| 30D | +6.7% | +0.8% | +5.8% | +6.6% |
| 3M | -10.7% | +13.4% | -24.1% | -11.7% |
| 6M | -20.6% | +16.3% | -36.9% | -21.6% |
| YTD | -7.1% | -3.0% | -4.1% | -7.2% |
| 1Y | +62.0% | +5.7% | +56.3% | +60.6% |
| 3Y | +169.8% | +160.1% | +9.7% | +145.9% |
| 5Y | +161.5% | +88.5% | +72.9% | +141.2% |
| 10Y | +224.4% | +263.1% | -38.7% | +176.0% |
| All | +205.5% | +340.9% | -135.4% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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