+285.2%
SLV vs USFD
+329.0%
-43.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -0.3% | -3.0% | +2.7% | 0.0% |
| 30D | +6.7% | +3.5% | +3.2% | +6.2% |
| 3M | -10.7% | +26.6% | -37.3% | -13.1% |
| 6M | -20.6% | +11.7% | -32.3% | -21.7% |
| YTD | -7.1% | +38.1% | -45.3% | -10.9% |
| 1Y | +62.0% | +33.4% | +28.6% | +55.9% |
| 3Y | +169.8% | +155.8% | +14.0% | +140.4% |
| 5Y | +161.5% | +214.0% | -52.6% | +124.9% |
| 10Y | +224.4% | +320.4% | -96.0% | +158.7% |
| All | +285.2% | +329.0% | -43.8% | +208.5% |
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