+61.5%
FCX vs SLV
+107.9%
-46.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.7% |
| 7D | -4.9% | +5.1% | -10.0% | -7.8% |
| 30D | -17.1% | -12.9% | -4.2% | -10.0% |
| 3M | -12.7% | -16.1% | +3.4% | -3.1% |
| 6M | -2.0% | -33.2% | +31.2% | +24.3% |
| YTD | +18.1% | -27.2% | +45.3% | +27.0% |
| 1Y | +55.2% | +7.6% | +47.5% | +22.9% |
| 3Y | +74.3% | +122.3% | -48.0% | -22.3% |
| All | +61.5% | +107.9% | -46.5% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling