+239.3%
SLV vs FE
+123.6%
+115.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +5.1% | -1.0% | +6.1% | +5.3% |
| 30D | -12.9% | +4.1% | -17.1% | -13.5% |
| 3M | -16.1% | -1.0% | -15.1% | -16.0% |
| 6M | -33.2% | +4.0% | -37.2% | -33.7% |
| YTD | -27.2% | +6.8% | -34.1% | -28.1% |
| 1Y | +7.6% | +5.3% | +2.3% | +6.5% |
| 3Y | +122.3% | +44.6% | +77.8% | +108.4% |
| 5Y | +109.7% | +44.2% | +65.5% | +96.1% |
| 10Y | +168.4% | +107.3% | +61.2% | +128.6% |
| All | +239.3% | +123.6% | +115.8% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling