+175.8%
SLV vs FLR
+7.4%
+168.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -5.8% | +5.4% | -11.2% | -6.3% |
| 30D | -12.1% | +2.8% | -15.0% | -12.4% |
| 3M | -24.1% | -6.4% | -17.7% | -23.7% |
| 6M | -44.4% | +8.8% | -53.2% | -44.9% |
| YTD | -31.5% | +23.6% | -55.1% | -32.9% |
| 1Y | -6.9% | +13.8% | -20.7% | -8.3% |
| 3Y | +116.0% | +36.5% | +79.5% | +107.2% |
| 5Y | +88.4% | +119.3% | -30.9% | +74.3% |
| All | +175.8% | +7.4% | +168.4% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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