+183.2%
SLV vs FDX
+156.7%
+26.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -1.1% | -2.1% | +1.0% | -0.9% |
| 30D | -14.2% | +10.4% | -24.6% | -15.0% |
| 3M | -20.3% | +0.5% | -20.8% | -20.4% |
| 6M | -40.2% | +6.5% | -46.7% | -40.6% |
| YTD | -27.6% | +40.2% | -67.8% | -29.8% |
| 1Y | +0.4% | +52.1% | -51.7% | -3.2% |
| 3Y | +129.4% | +72.8% | +56.5% | +116.5% |
| 5Y | +99.8% | +76.3% | +23.5% | +86.0% |
| 10Y | +183.2% | +155.7% | +27.5% | +163.0% |
| All | +183.2% | +156.7% | +26.5% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling