+235.3%
SLV vs FLR
+17.1%
+218.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.4% | +2.6% |
| 7D | +2.8% | -3.1% | +5.9% | +3.1% |
| 30D | +2.2% | +4.9% | -2.7% | +1.7% |
| 3M | +2.9% | +10.8% | -7.9% | +1.7% |
| 6M | -22.4% | +19.7% | -42.1% | -24.0% |
| YTD | -5.7% | +38.4% | -44.1% | -8.6% |
| 1Y | +63.3% | +34.7% | +28.6% | +58.5% |
| 3Y | +189.0% | +56.7% | +132.3% | +173.8% |
| 5Y | +172.7% | +241.6% | -69.0% | +145.2% |
| 10Y | +235.3% | +20.2% | +215.1% | +183.6% |
| All | +235.3% | +17.1% | +218.1% | +183.6% |
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