+183.2%
SLV vs USFD
+375.5%
-192.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -14.2% | +12.3% | -26.5% | -15.3% |
| 3M | -20.3% | -0.7% | -19.6% | -20.3% |
| 6M | -40.2% | +31.3% | -71.5% | -42.1% |
| YTD | -27.6% | +45.7% | -73.3% | -31.0% |
| 1Y | +0.4% | +52.1% | -51.7% | -4.8% |
| 3Y | +129.4% | +158.2% | -28.9% | +103.8% |
| 5Y | +99.8% | +213.8% | -114.0% | +71.7% |
| 10Y | +183.2% | +367.0% | -183.8% | +126.3% |
| All | +183.2% | +375.5% | -192.3% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling