+175.8%
SLV vs FE
+126.1%
+49.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -5.8% | +1.2% | -7.1% | -6.0% |
| 30D | -12.1% | +4.5% | -16.7% | -12.6% |
| 3M | -24.1% | +1.3% | -25.5% | -24.3% |
| 6M | -44.4% | +8.7% | -53.0% | -45.0% |
| YTD | -31.5% | +9.2% | -40.7% | -32.3% |
| 1Y | -6.9% | +7.0% | -13.9% | -7.8% |
| 3Y | +116.0% | +51.4% | +64.6% | +105.1% |
| 5Y | +88.4% | +47.7% | +40.7% | +79.6% |
| All | +175.8% | +126.1% | +49.7% | +158.3% |
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