+171.1%
SLV vs FICO
+512.2%
-341.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +5.1% | -0.9% | +6.0% | +5.2% |
| 30D | -12.9% | +3.3% | -16.3% | -13.4% |
| 3M | -16.1% | -31.7% | +15.6% | -14.0% |
| 6M | -33.2% | -34.0% | +0.8% | -31.8% |
| YTD | -27.2% | -58.3% | +31.1% | -22.7% |
| 1Y | +7.6% | -57.9% | +65.6% | +14.2% |
| 3Y | +122.3% | -24.1% | +146.4% | +114.1% |
| 5Y | +109.7% | +85.3% | +24.4% | +75.6% |
| All | +171.1% | +512.2% | -341.1% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling