+202.2%
SLV vs USFD
+340.6%
-138.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.2% |
| 7D | -0.7% | +3.9% | -4.7% | -1.2% |
| 30D | -15.4% | +10.7% | -26.1% | -16.3% |
| 3M | -16.3% | +6.3% | -22.6% | -17.0% |
| 6M | -28.8% | +16.2% | -45.0% | -30.2% |
| YTD | -27.1% | +41.9% | -69.0% | -30.4% |
| 1Y | +7.5% | +44.2% | -36.7% | +2.5% |
| 3Y | +121.2% | +159.8% | -38.6% | +96.6% |
| 5Y | +110.0% | +177.1% | -67.1% | +83.0% |
| 10Y | +168.8% | +376.2% | -207.4% | +111.5% |
| All | +202.2% | +340.6% | -138.4% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling