+132.7%
SLV vs FLR
+45.9%
+86.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.3% | -5.6% | +1.0% |
| 7D | +5.6% | +8.5% | -2.9% | +3.8% |
| 30D | -12.1% | -0.7% | -11.4% | -12.1% |
| 3M | -16.3% | -11.7% | -4.6% | -14.5% |
| 6M | -34.1% | +16.2% | -50.3% | -36.4% |
| YTD | -25.3% | +27.0% | -52.3% | -28.9% |
| 1Y | +9.6% | +10.1% | -0.5% | +6.2% |
| 3Y | +132.7% | +46.2% | +86.5% | +105.7% |
| All | +132.7% | +45.9% | +86.8% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling