+383.2%
FCX vs SLV
+178.7%
+204.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -0.7% |
| 7D | +4.4% | -3.9% | +8.3% | +7.0% |
| 30D | -16.3% | -15.6% | -0.7% | -7.3% |
| 3M | -12.5% | -23.6% | +11.1% | +2.9% |
| 6M | -8.0% | -42.6% | +34.5% | +28.0% |
| YTD | +20.1% | -30.0% | +50.1% | +35.5% |
| 1Y | +45.9% | -6.6% | +52.6% | +34.0% |
| 3Y | +86.2% | +121.8% | -35.6% | -5.6% |
| 5Y | +57.1% | +92.7% | -35.6% | -14.4% |
| All | +383.2% | +178.7% | +204.5% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling