+58.3%
SLV vs FDS
-20.8%
+79.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -1.1% |
| 7D | +2.5% | -5.4% | +7.9% | +2.1% |
| 30D | +3.3% | +1.6% | +1.7% | +3.5% |
| 3M | -3.6% | +17.7% | -21.3% | -2.2% |
| 6M | -21.8% | +29.1% | -50.9% | -19.5% |
| YTD | -7.8% | +1.0% | -8.8% | -3.8% |
| 1Y | +58.3% | -21.6% | +79.9% | +68.9% |
| All | +58.3% | -20.8% | +79.1% | +68.9% |
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 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