+10.3%
SLV vs FERG
+3.8%
+6.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +4.0% |
| 7D | -3.9% | +7.7% | -11.6% | -6.9% |
| 30D | -14.5% | +11.5% | -25.9% | -18.4% |
| 3M | -12.4% | -2.4% | -10.0% | -11.5% |
| 6M | -28.5% | -4.0% | -24.5% | -26.4% |
| YTD | -26.8% | +13.4% | -40.1% | -27.2% |
| 1Y | +10.3% | +3.1% | +7.3% | +10.3% |
| All | +10.3% | +3.8% | +6.5% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling