+182.2%
SLV vs FLEX
+631.1%
-448.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.8% | -3.1% |
| 7D | +3.7% | -13.6% | +17.3% | +5.4% |
| 30D | -15.2% | -36.5% | +21.4% | -9.8% |
| 3M | -21.8% | -36.4% | +14.7% | -17.0% |
| 6M | -36.3% | -46.5% | +10.1% | -31.3% |
| YTD | -27.8% | +25.9% | -53.8% | -31.5% |
| 1Y | +1.5% | +19.6% | -18.1% | -3.2% |
| 3Y | +128.5% | +287.0% | -158.5% | +86.1% |
| 5Y | +103.2% | +466.6% | -363.4% | +56.1% |
| All | +182.2% | +631.1% | -448.9% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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