-80.3%
FIG vs SLV
+78.3%
-158.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.7% |
| 7D | -16.4% | +2.5% | -18.9% | -16.4% |
| 30D | -2.3% | +3.3% | -5.6% | -2.3% |
| 3M | +7.8% | -3.6% | +11.4% | +7.9% |
| 6M | -21.8% | -21.8% | 0.0% | -21.5% |
| YTD | -39.1% | -7.8% | -31.3% | -43.1% |
| 1Y | -56.6% | +58.3% | -114.9% | -67.7% |
| All | -80.3% | +78.3% | -158.6% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling