+120.9%
SLV vs FDS
-23.5%
+144.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -3.3% |
| 7D | -3.9% | -2.6% | -1.3% | -3.9% |
| 30D | -15.6% | +14.1% | -29.7% | -15.6% |
| 3M | -23.6% | +19.8% | -43.4% | -23.5% |
| 6M | -42.6% | +55.0% | -97.5% | -42.6% |
| YTD | -30.0% | +15.9% | -45.9% | -28.0% |
| 1Y | -6.6% | +24.2% | -30.8% | -4.7% |
| All | +120.9% | -23.5% | +144.3% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling