+333.1%
SLV vs FICO
+2,476.1%
-2,143.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +0.4% |
| 7D | -0.3% | -19.2% | +18.9% | +1.6% |
| 30D | +6.7% | -14.6% | +21.3% | +8.2% |
| 3M | -10.7% | -20.1% | +9.4% | -9.3% |
| 6M | -20.6% | -36.3% | +15.7% | -17.9% |
| YTD | -7.1% | -44.9% | +37.7% | -2.6% |
| 1Y | +62.0% | -38.6% | +100.6% | +67.1% |
| 3Y | +169.8% | +4.0% | +165.8% | +157.2% |
| 5Y | +161.5% | +99.5% | +61.9% | +127.0% |
| 10Y | +224.4% | +604.7% | -380.3% | +138.8% |
| All | +333.1% | +2,476.1% | -2,143.0% | +146.7% |
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