+333.1%
SLV vs FLR
+45.5%
+287.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | -0.3% | +5.4% | -5.8% | -1.1% |
| 30D | +6.7% | +11.4% | -4.7% | +4.8% |
| 3M | -10.7% | +11.4% | -22.1% | -12.4% |
| 6M | -20.6% | +16.6% | -37.2% | -22.8% |
| YTD | -7.1% | +41.7% | -48.9% | -12.0% |
| 1Y | +62.0% | +35.4% | +26.6% | +54.2% |
| 3Y | +169.8% | +57.3% | +112.5% | +145.3% |
| 5Y | +161.5% | +241.0% | -79.5% | +110.8% |
| 10Y | +224.4% | +16.6% | +207.8% | +178.6% |
| All | +333.1% | +45.5% | +287.6% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling