+10.3%
SLV vs FDS
+31.1%
-20.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +5.3% |
| 7D | -3.9% | +9.4% | -13.3% | -3.3% |
| 30D | -14.5% | +23.8% | -38.2% | -13.3% |
| 3M | -12.4% | +25.1% | -37.5% | -10.9% |
| 6M | -28.5% | +53.8% | -82.3% | -25.7% |
| YTD | -26.8% | +19.6% | -46.3% | -21.0% |
| 1Y | +10.3% | +31.6% | -21.3% | +20.5% |
| All | +10.3% | +31.1% | -20.8% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling