+333.1%
SLV vs FDX
+333.7%
-0.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | -0.3% | -2.5% | +2.2% | -0.1% |
| 30D | +6.7% | +3.8% | +2.9% | +6.2% |
| 3M | -10.7% | -1.3% | -9.4% | -10.6% |
| 6M | -20.6% | +5.0% | -25.6% | -21.2% |
| YTD | -7.1% | +39.6% | -46.8% | -10.6% |
| 1Y | +62.0% | +81.1% | -19.1% | +51.6% |
| 3Y | +169.8% | +63.0% | +106.8% | +152.3% |
| 5Y | +161.5% | +65.6% | +95.8% | +140.7% |
| 10Y | +224.4% | +183.4% | +41.0% | +172.2% |
| All | +333.1% | +333.7% | -0.6% | +221.1% |
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