+147.9%
SLV vs USFR
+28.6%
+119.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.5% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | -15.2% | +0.4% | -15.6% | -15.3% |
| 3M | -21.8% | +1.1% | -22.8% | -22.1% |
| 6M | -36.3% | +2.1% | -38.4% | -36.8% |
| YTD | -27.8% | +3.4% | -31.3% | -28.8% |
| 1Y | +1.5% | +4.1% | -2.6% | 0.0% |
| 3Y | +128.5% | +14.4% | +114.1% | +118.5% |
| 5Y | +103.2% | +21.4% | +81.8% | +91.0% |
| 10Y | +164.7% | +28.5% | +136.2% | +144.7% |
| All | +147.9% | +28.6% | +119.3% | +120.3% |
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