+128.3%
SLV vs FERG
+74.4%
+53.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | 0.0% |
| 7D | -1.1% | +6.4% | -7.5% | -2.4% |
| 30D | -14.2% | +19.9% | -34.1% | -17.3% |
| 3M | -20.3% | +5.6% | -25.9% | -21.4% |
| 6M | -40.2% | +9.2% | -49.4% | -41.4% |
| YTD | -27.6% | +20.6% | -48.2% | -29.5% |
| 1Y | +0.4% | +5.7% | -5.3% | -1.3% |
| All | +128.3% | +74.4% | +53.9% | +95.9% |
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