-80.9%
FIG vs SLV
+82.3%
-163.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.5% | -3.3% |
| 7D | -14.5% | +2.8% | -17.3% | -14.5% |
| 30D | -13.3% | +2.2% | -15.5% | -13.3% |
| 3M | +7.4% | +2.9% | +4.5% | +7.4% |
| 6M | -27.8% | -22.4% | -5.4% | -27.3% |
| YTD | -41.1% | -5.7% | -35.4% | -45.0% |
| 1Y | -58.7% | +63.3% | -122.0% | -69.3% |
| All | -80.9% | +82.3% | -163.3% | -85.7% |
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