+198.3%
FCX vs SLV
+273.2%
-74.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +3.2% |
| 7D | -1.0% | +5.6% | -6.7% | -4.4% |
| 30D | -15.2% | -12.1% | -3.1% | -8.1% |
| 3M | -10.3% | -16.3% | +6.0% | +0.2% |
| 6M | +1.6% | -34.1% | +35.6% | +31.8% |
| YTD | +23.9% | -25.3% | +49.1% | +36.6% |
| 1Y | +58.0% | +9.6% | +48.4% | +33.4% |
| 3Y | +94.6% | +132.7% | -38.1% | -1.5% |
| 5Y | +70.4% | +113.7% | -43.3% | -9.7% |
| 10Y | +430.7% | +175.9% | +254.8% | +123.0% |
| All | +198.3% | +273.2% | -74.9% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling