+235.3%
SLV vs USFR
+28.0%
+207.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +2.2% | +0.3% | +1.9% | +2.0% |
| 3M | +2.9% | +1.0% | +1.9% | +2.1% |
| 6M | -22.4% | +1.9% | -24.4% | -23.6% |
| YTD | -5.7% | +2.7% | -8.4% | -7.8% |
| 1Y | +63.3% | +4.0% | +59.3% | +58.2% |
| 3Y | +189.0% | +14.0% | +175.0% | +164.6% |
| 5Y | +172.7% | +20.4% | +152.2% | +142.4% |
| 10Y | +235.3% | +28.0% | +207.3% | +180.2% |
| All | +235.3% | +28.0% | +207.3% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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