+239.8%
SLV vs FICO
+1,854.8%
-1,615.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.7% | -0.3% | -0.5% | -0.7% |
| 30D | -15.4% | +1.7% | -17.1% | -15.7% |
| 3M | -16.3% | -35.2% | +18.9% | -13.5% |
| 6M | -28.8% | -33.7% | +4.9% | -27.1% |
| YTD | -27.1% | -58.2% | +31.0% | -22.2% |
| 1Y | +7.5% | -56.6% | +64.1% | +14.3% |
| 3Y | +121.2% | -24.0% | +145.1% | +116.0% |
| 5Y | +110.0% | +86.1% | +23.9% | +81.2% |
| 10Y | +168.8% | +522.8% | -354.0% | +98.3% |
| All | +239.8% | +1,854.8% | -1,615.0% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling