+139.4%
SLV vs SYF
+306.8%
-167.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +5.1% | -2.1% | +7.2% | +5.3% |
| 30D | -12.9% | +2.5% | -15.4% | -13.1% |
| 3M | -16.1% | -6.3% | -9.8% | -15.6% |
| 6M | -33.2% | -1.5% | -31.7% | -33.2% |
| YTD | -27.2% | -10.5% | -16.7% | -26.8% |
| 1Y | +7.6% | +1.5% | +6.1% | +7.2% |
| 3Y | +122.3% | +163.3% | -40.9% | +102.6% |
| 5Y | +109.7% | +66.8% | +43.0% | +95.6% |
| 10Y | +168.4% | +228.5% | -60.1% | +130.1% |
| All | +139.4% | +306.8% | -167.4% | +109.8% |
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