+182.2%
SLV vs FE
+120.7%
+61.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | +3.7% | -0.5% | +4.2% | +3.7% |
| 30D | -15.2% | +4.3% | -19.5% | -15.6% |
| 3M | -21.8% | +0.4% | -22.2% | -21.8% |
| 6M | -36.3% | +6.9% | -43.3% | -36.9% |
| YTD | -27.8% | +8.0% | -35.9% | -28.6% |
| 1Y | +1.5% | +4.8% | -3.3% | +0.8% |
| 3Y | +128.5% | +49.0% | +79.6% | +117.4% |
| 5Y | +103.2% | +46.2% | +57.0% | +94.0% |
| All | +182.2% | +120.7% | +61.5% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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