+218.9%
SLV vs FDX
+178.0%
+40.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +2.5% | -3.3% | +5.8% | +2.8% |
| 30D | +3.3% | -1.4% | +4.6% | +3.4% |
| 3M | -3.6% | -4.5% | +0.9% | -3.2% |
| 6M | -21.8% | +9.4% | -31.2% | -22.5% |
| YTD | -7.8% | +36.0% | -43.9% | -10.4% |
| 1Y | +58.3% | +75.5% | -17.2% | +50.6% |
| 3Y | +182.6% | +62.8% | +119.8% | +167.7% |
| 5Y | +167.8% | +64.4% | +103.4% | +150.5% |
| 10Y | +218.9% | +175.5% | +43.4% | +163.2% |
| All | +218.9% | +178.0% | +40.9% | +163.2% |
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