+175.9%
SLV vs FDS
+135.1%
+40.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +5.6% | -5.0% | +10.6% | +6.1% |
| 30D | -12.1% | +13.8% | -25.9% | -13.2% |
| 3M | -16.3% | +14.8% | -31.1% | -17.5% |
| 6M | -34.1% | +47.4% | -81.4% | -36.9% |
| YTD | -25.3% | +14.2% | -39.4% | -26.4% |
| 1Y | +9.6% | +26.6% | -17.0% | +6.4% |
| 3Y | +132.7% | -24.4% | +157.1% | +142.0% |
| 5Y | +113.7% | -22.6% | +136.3% | +120.0% |
| 10Y | +175.9% | +130.0% | +45.9% | +165.9% |
| All | +175.9% | +135.1% | +40.8% | +165.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling