+219.0%
SLV vs USFR
+27.5%
+191.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +6.7% | +0.3% | +6.4% | +6.6% |
| 3M | -10.7% | +1.0% | -11.7% | -11.0% |
| 6M | -20.6% | +1.9% | -22.5% | -21.2% |
| YTD | -7.1% | +2.6% | -9.8% | -8.0% |
| 1Y | +62.0% | +4.0% | +58.0% | +59.6% |
| 3Y | +169.8% | +14.1% | +155.7% | +158.3% |
| 5Y | +161.5% | +20.4% | +141.0% | +146.4% |
| 10Y | +224.4% | +28.0% | +196.4% | +200.5% |
| All | +219.0% | +27.5% | +191.5% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling