+182.0%
SLV vs FERG
+421.0%
-239.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.4% | -2.9% |
| 7D | -3.9% | +8.2% | -12.0% | -4.7% |
| 30D | -15.6% | +14.4% | -30.0% | -16.9% |
| 3M | -23.6% | +4.3% | -28.0% | -24.0% |
| 6M | -42.6% | +7.9% | -50.4% | -43.1% |
| YTD | -30.0% | +16.3% | -46.2% | -31.0% |
| 1Y | -6.6% | +2.2% | -8.9% | -7.1% |
| 3Y | +121.8% | +67.3% | +54.5% | +110.6% |
| 5Y | +92.7% | +75.3% | +17.3% | +79.1% |
| All | +182.0% | +421.0% | -239.0% | +165.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling