-83.7%
FIG vs SLV
+40.8%
-124.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -13.1% | +5.1% | -18.2% | -13.3% |
| 30D | -13.0% | -12.9% | -0.1% | -12.8% |
| 3M | -21.5% | -16.1% | -5.4% | -21.2% |
| 6M | -2.5% | -33.2% | +30.7% | -2.3% |
| YTD | -49.7% | -27.2% | -22.4% | -52.8% |
| 1Y | -59.1% | +7.6% | -66.7% | -66.6% |
| All | -83.7% | +40.8% | -124.5% | -87.7% |
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 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