+167.8%
SLV vs FLR
+248.0%
-80.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +2.5% | +0.7% | +1.8% | +2.4% |
| 30D | +3.3% | -0.7% | +3.9% | +3.2% |
| 3M | -3.6% | +14.3% | -17.9% | -6.5% |
| 6M | -21.8% | +25.6% | -47.4% | -25.7% |
| YTD | -7.8% | +42.9% | -50.7% | -14.0% |
| 1Y | +58.3% | +38.7% | +19.5% | +48.1% |
| 3Y | +182.6% | +61.8% | +120.8% | +147.4% |
| 5Y | +167.8% | +254.1% | -86.3% | +105.6% |
| All | +167.8% | +248.0% | -80.2% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling