+122.6%
SLV vs USFD
+159.7%
-37.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | -0.7% | +3.9% | -4.7% | -1.3% |
| 30D | -15.4% | +10.7% | -26.1% | -16.5% |
| 3M | -16.3% | +6.3% | -22.6% | -17.1% |
| 6M | -28.8% | +16.2% | -45.0% | -30.4% |
| YTD | -27.1% | +41.9% | -69.0% | -32.2% |
| 1Y | +7.5% | +44.2% | -36.7% | -0.4% |
| All | +122.6% | +159.7% | -37.0% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling