+182.6%
SLV vs USFR
+14.0%
+168.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.9% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +3.3% | +0.3% | +2.9% | +2.3% |
| 3M | -3.6% | +1.0% | -4.6% | -6.0% |
| 6M | -21.8% | +1.9% | -23.7% | -26.4% |
| YTD | -7.8% | +2.7% | -10.5% | -15.8% |
| 1Y | +58.3% | +4.0% | +54.3% | +37.6% |
| 3Y | +182.6% | +14.0% | +168.5% | +86.6% |
| All | +182.6% | +14.0% | +168.5% | +86.6% |
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