-33.2%
SLV vs FDS
+53.0%
-86.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | -0.4% |
| 7D | +5.1% | -0.5% | +5.6% | +5.1% |
| 30D | -12.9% | +20.2% | -33.1% | -11.8% |
| 3M | -16.1% | +19.9% | -35.9% | -14.5% |
| 6M | -33.2% | +56.2% | -89.3% | -29.7% |
| All | -33.2% | +53.0% | -86.2% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling