+90.2%
FCX vs SLV
+183.8%
-93.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | -4.9% | -0.3% | -4.5% | -4.7% |
| 30D | +4.8% | +6.7% | -1.9% | +1.1% |
| 3M | +4.6% | -10.7% | +15.3% | +11.3% |
| 6M | +10.8% | -20.6% | +31.4% | +24.8% |
| YTD | +44.2% | -7.1% | +51.4% | +34.0% |
| 1Y | +59.6% | +62.0% | -2.4% | -3.2% |
| All | +90.2% | +183.8% | -93.6% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling