+156.7%
SLV vs USFR
+28.5%
+128.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.2% |
| 3M | -16.3% | +1.1% | -17.3% | -16.6% |
| 6M | -34.1% | +2.0% | -36.1% | -34.5% |
| YTD | -25.3% | +3.4% | -28.7% | -26.2% |
| 1Y | +9.6% | +4.1% | +5.5% | +8.0% |
| 3Y | +132.7% | +14.3% | +118.3% | +122.5% |
| 5Y | +113.7% | +21.3% | +92.4% | +100.8% |
| 10Y | +175.9% | +28.5% | +147.4% | +155.1% |
| All | +156.7% | +28.5% | +128.2% | +128.2% |
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 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