+106.9%
SLV vs FDS
-22.8%
+129.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | 0.0% |
| 7D | +5.1% | -0.5% | +5.6% | +5.1% |
| 30D | -12.9% | +20.2% | -33.1% | -13.7% |
| 3M | -16.1% | +19.9% | -35.9% | -16.8% |
| 6M | -33.2% | +56.2% | -89.3% | -35.2% |
| YTD | -27.2% | +14.6% | -41.8% | -26.8% |
| 1Y | +7.6% | +31.6% | -24.0% | +6.1% |
| 3Y | +122.3% | -23.8% | +146.2% | +137.7% |
| All | +106.9% | -22.8% | +129.7% | +122.9% |
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