+701.1%
FCX vs SLV
+216.1%
+484.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.8% |
| 7D | +5.7% | +2.5% | +3.2% | +4.1% |
| 30D | +10.1% | +3.3% | +6.8% | +7.9% |
| 3M | +20.2% | -3.6% | +23.8% | +22.9% |
| 6M | +29.7% | -21.8% | +51.5% | +49.8% |
| YTD | +51.9% | -7.8% | +59.8% | +45.4% |
| 1Y | +66.0% | +58.3% | +7.7% | +7.9% |
| 3Y | +102.7% | +182.6% | -79.8% | -11.3% |
| 5Y | +138.9% | +167.8% | -28.9% | +6.8% |
| 10Y | +701.1% | +218.9% | +482.2% | +187.1% |
| All | +701.1% | +216.1% | +484.9% | +187.1% |
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