+87.1%
SLV vs FANG
+1,395.6%
-1,308.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.1% |
| 7D | +2.8% | -0.4% | +3.2% | +2.8% |
| 30D | +2.2% | +2.4% | -0.2% | +2.0% |
| 3M | +2.9% | +4.9% | -2.0% | +2.3% |
| 6M | -22.4% | +12.0% | -34.4% | -23.5% |
| YTD | -5.7% | +37.1% | -42.8% | -8.7% |
| 1Y | +63.3% | +52.3% | +11.1% | +56.6% |
| 3Y | +189.0% | +45.0% | +144.1% | +176.9% |
| 5Y | +172.7% | +231.0% | -58.3% | +143.6% |
| 10Y | +235.3% | +177.5% | +57.8% | +181.9% |
| All | +87.1% | +1,395.6% | -1,308.5% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling