+89.9%
SLV vs FDS
-23.2%
+113.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -5.8% | +1.5% | -7.3% | -5.9% |
| 30D | -12.1% | +14.8% | -27.0% | -12.7% |
| 3M | -24.1% | +16.3% | -40.4% | -24.7% |
| 6M | -44.4% | +66.2% | -110.6% | -46.3% |
| YTD | -31.5% | +16.2% | -47.7% | -31.1% |
| 1Y | -6.9% | +21.8% | -28.8% | -7.1% |
| 3Y | +116.0% | -23.9% | +139.9% | +131.4% |
| All | +89.9% | -23.2% | +113.1% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling