-55.8%
FIG vs SLV
+60.8%
-116.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.3% |
| 7D | -16.3% | -0.3% | -16.0% | -16.3% |
| 30D | -14.3% | +6.7% | -21.0% | -14.3% |
| 3M | +7.2% | -10.7% | +17.8% | +7.3% |
| 6M | -18.6% | -20.6% | +2.0% | -18.4% |
| YTD | -35.5% | -7.1% | -28.3% | -38.7% |
| 1Y | -55.8% | +62.0% | -117.8% | -61.0% |
| All | -55.8% | +60.8% | -116.6% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling