+182.6%
SLV vs FERG
+54.4%
+128.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | +2.5% | +3.4% | -0.9% | +1.9% |
| 30D | +3.3% | -11.5% | +14.8% | +5.6% |
| 3M | -3.6% | +1.3% | -4.9% | -4.0% |
| 6M | -21.8% | -1.0% | -20.9% | -21.7% |
| YTD | -7.8% | +3.2% | -11.1% | -7.4% |
| 1Y | +58.3% | -3.0% | +61.2% | +59.5% |
| 3Y | +182.6% | +55.0% | +127.6% | +166.6% |
| All | +182.6% | +54.4% | +128.2% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling