+152.0%
SLV vs FERG
+1,526.4%
-1,374.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -5.8% | +9.7% | -15.6% | -6.5% |
| 30D | -12.1% | +15.0% | -27.2% | -13.0% |
| 3M | -24.1% | +3.8% | -27.9% | -24.4% |
| 6M | -44.4% | +10.6% | -55.0% | -44.8% |
| YTD | -31.5% | +17.0% | -48.5% | -32.1% |
| 1Y | -6.9% | +7.1% | -14.0% | -7.5% |
| 3Y | +116.0% | +67.7% | +48.3% | +109.4% |
| 5Y | +88.4% | +76.4% | +12.0% | +80.5% |
| 10Y | +167.9% | +424.2% | -256.3% | +156.9% |
| All | +152.0% | +1,526.4% | -1,374.3% | +140.9% |
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 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