+333.1%
SLV vs FDS
+740.9%
-407.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.8% |
| 7D | -0.3% | -1.9% | +1.6% | -0.1% |
| 30D | +6.7% | +9.0% | -2.3% | +5.6% |
| 3M | -10.7% | +18.9% | -29.5% | -12.9% |
| 6M | -20.6% | +35.1% | -55.7% | -24.3% |
| YTD | -7.1% | +5.5% | -12.6% | -8.6% |
| 1Y | +62.0% | -16.8% | +78.8% | +64.4% |
| 3Y | +169.8% | -28.1% | +197.9% | +178.4% |
| 5Y | +161.5% | -17.4% | +178.9% | +162.5% |
| 10Y | +224.4% | +85.4% | +139.0% | +185.1% |
| All | +333.1% | +740.9% | -407.8% | +163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling