+172.7%
SLV vs FERG
+70.2%
+102.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.6% | +2.5% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | +2.2% | -15.1% | +17.3% | +5.3% |
| 3M | +2.9% | -4.8% | +7.7% | +3.7% |
| 6M | -22.4% | -2.5% | -20.0% | -22.2% |
| YTD | -5.7% | +1.8% | -7.6% | -5.6% |
| 1Y | +63.3% | -0.3% | +63.6% | +63.6% |
| 3Y | +189.0% | +52.9% | +136.1% | +164.4% |
| 5Y | +172.7% | +69.3% | +103.4% | +129.3% |
| All | +172.7% | +70.2% | +102.5% | +129.3% |
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 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