+53.7%
SLV vs FERG
-1.6%
+55.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -4.9% |
| 7D | -5.0% | -1.0% | -4.0% | -4.7% |
| 30D | -1.8% | -11.8% | +10.0% | +2.6% |
| 3M | -0.3% | -1.2% | +1.0% | -0.3% |
| 6M | -28.2% | -2.3% | -25.9% | -28.0% |
| YTD | -10.7% | +0.8% | -11.5% | -7.2% |
| 1Y | +53.7% | +0.5% | +53.2% | +59.3% |
| All | +53.7% | -1.6% | +55.3% | +59.3% |
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