+83.9%
FCX vs SLV
+118.7%
-34.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.7% |
| 7D | -0.3% | -5.8% | +5.5% | +3.3% |
| 30D | -14.7% | -12.1% | -2.6% | -8.2% |
| 3M | -11.2% | -24.1% | +13.0% | +3.8% |
| 6M | -11.4% | -44.4% | +33.0% | +22.1% |
| YTD | +17.7% | -31.5% | +49.2% | +29.1% |
| 1Y | +47.5% | -6.9% | +54.4% | +27.4% |
| 3Y | +83.9% | +116.0% | -32.1% | -18.6% |
| All | +83.9% | +118.7% | -34.8% | -18.6% |
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