+175.9%
SLV vs USFD
+368.6%
-192.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.4% |
| 7D | +5.6% | +3.9% | +1.7% | +5.2% |
| 30D | -12.1% | +12.8% | -25.0% | -13.3% |
| 3M | -16.3% | +1.0% | -17.3% | -16.5% |
| 6M | -34.1% | +30.3% | -64.3% | -36.1% |
| YTD | -25.3% | +46.0% | -71.2% | -28.8% |
| 1Y | +9.6% | +49.6% | -40.0% | +4.1% |
| 3Y | +132.7% | +166.3% | -33.6% | +106.3% |
| 5Y | +113.7% | +208.4% | -94.7% | +84.2% |
| 10Y | +175.9% | +371.2% | -195.4% | +127.8% |
| All | +175.9% | +368.6% | -192.8% | +127.8% |
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