+132.7%
SLV vs USFR
+14.3%
+118.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +5.6% | +0.1% | +5.6% | +5.6% |
| 30D | -12.1% | +0.4% | -12.5% | -12.3% |
| 3M | -16.3% | +1.1% | -17.3% | -17.2% |
| 6M | -34.1% | +2.0% | -36.1% | -35.8% |
| YTD | -25.3% | +3.4% | -28.7% | -30.6% |
| 1Y | +9.6% | +4.1% | +5.5% | -0.4% |
| 3Y | +132.7% | +14.3% | +118.3% | +122.4% |
| All | +132.7% | +14.3% | +118.4% | +122.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling