+99.8%
SLV vs FERG
+86.4%
+13.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.2% |
| 3M | -20.3% | +5.6% | -25.9% | -21.3% |
| 6M | -40.2% | +9.2% | -49.4% | -41.4% |
| YTD | -27.6% | +20.6% | -48.2% | -29.9% |
| 1Y | +0.4% | +5.7% | -5.3% | -1.1% |
| 3Y | +129.4% | +73.6% | +55.7% | +104.5% |
| 5Y | +99.8% | +86.2% | +13.6% | +60.9% |
| All | +99.8% | +86.4% | +13.4% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling