+239.3%
SLV vs FDX
+316.0%
-76.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.2% |
| 7D | +5.1% | -1.6% | +6.7% | +5.3% |
| 30D | -12.9% | +6.6% | -19.5% | -13.6% |
| 3M | -16.1% | -2.1% | -14.0% | -16.0% |
| 6M | -33.2% | +2.2% | -35.3% | -33.4% |
| YTD | -27.2% | +33.9% | -61.2% | -29.7% |
| 1Y | +7.6% | +50.2% | -42.6% | +2.8% |
| 3Y | +122.3% | +65.5% | +56.8% | +107.6% |
| 5Y | +109.7% | +74.1% | +35.6% | +91.8% |
| 10Y | +168.4% | +156.7% | +11.8% | +127.9% |
| All | +239.3% | +316.0% | -76.6% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling