+171.1%
SLV vs USFD
+369.7%
-198.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +5.1% | +3.0% | +2.1% | +4.7% |
| 30D | -12.9% | +11.1% | -24.0% | -13.9% |
| 3M | -16.1% | -0.3% | -15.8% | -16.1% |
| 6M | -33.2% | +15.9% | -49.0% | -34.4% |
| YTD | -27.2% | +41.6% | -68.9% | -30.4% |
| 1Y | +7.6% | +49.4% | -41.8% | +2.2% |
| 3Y | +122.3% | +157.8% | -35.5% | +97.8% |
| 5Y | +109.7% | +176.6% | -66.9% | +82.8% |
| All | +171.1% | +369.7% | -198.6% | +124.8% |
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