+165.7%
SLV vs FDX
+65.4%
+100.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.2% |
| 7D | -0.3% | -2.5% | +2.2% | -0.1% |
| 30D | +6.7% | +3.8% | +2.9% | +6.3% |
| 3M | -10.7% | -1.3% | -9.4% | -10.6% |
| 6M | -20.6% | +5.0% | -25.6% | -21.0% |
| YTD | -7.1% | +39.6% | -46.8% | -9.1% |
| 1Y | +62.0% | +81.1% | -19.1% | +56.5% |
| 3Y | +169.8% | +63.0% | +106.8% | +160.0% |
| All | +165.7% | +65.4% | +100.3% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling