+214.0%
SLV vs FICO
+605.7%
-391.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +0.3% |
| 7D | -0.3% | -19.2% | +18.9% | +1.4% |
| 30D | +6.7% | -14.6% | +21.3% | +8.0% |
| 3M | -10.7% | -20.1% | +9.4% | -9.5% |
| 6M | -20.6% | -36.3% | +15.7% | -18.1% |
| YTD | -7.1% | -44.9% | +37.7% | -2.9% |
| 1Y | +62.0% | -38.6% | +100.6% | +66.5% |
| 3Y | +169.8% | +4.0% | +165.8% | +154.1% |
| 5Y | +161.5% | +99.5% | +61.9% | +122.0% |
| All | +214.0% | +605.7% | -391.7% | +150.3% |
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