+241.6%
SLV vs FERG
+1,348.4%
-1,106.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +6.7% | -10.2% | +16.9% | +7.5% |
| 3M | -10.7% | -0.6% | -10.1% | -10.7% |
| 6M | -20.6% | -6.5% | -14.1% | -20.3% |
| YTD | -7.1% | +4.2% | -11.3% | -7.2% |
| 1Y | +62.0% | -2.3% | +64.2% | +62.2% |
| 3Y | +169.8% | +48.5% | +121.3% | +163.9% |
| 5Y | +161.5% | +72.0% | +89.4% | +152.2% |
| 10Y | +224.4% | +369.9% | -145.5% | +213.7% |
| All | +241.6% | +1,348.4% | -1,106.8% | +229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling