+174.7%
SLV vs FANG
+45.3%
+129.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.8% | +2.9% | -5.7% | -3.2% |
| 30D | -1.6% | +2.6% | -4.2% | -2.0% |
| 3M | -4.4% | +7.6% | -12.0% | -5.6% |
| 6M | -25.4% | +17.3% | -42.7% | -28.3% |
| YTD | -9.8% | +38.7% | -48.5% | -16.3% |
| 1Y | +53.8% | +51.6% | +2.2% | +39.8% |
| 3Y | +174.7% | +50.0% | +124.7% | +146.4% |
| All | +174.7% | +45.3% | +129.4% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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