+248.5%
SLV vs FLR
+30.4%
+218.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.3% | -5.6% | +1.5% |
| 7D | +5.6% | +8.5% | -2.9% | +4.4% |
| 30D | -12.1% | -0.7% | -11.4% | -12.1% |
| 3M | -16.3% | -11.7% | -4.6% | -15.0% |
| 6M | -34.1% | +16.2% | -50.3% | -35.7% |
| YTD | -25.3% | +27.0% | -52.3% | -28.1% |
| 1Y | +9.6% | +10.1% | -0.5% | +7.4% |
| 3Y | +132.7% | +46.2% | +86.5% | +113.9% |
| 5Y | +113.7% | +121.4% | -7.8% | +82.7% |
| 10Y | +175.9% | +11.0% | +164.9% | +138.3% |
| All | +248.5% | +30.4% | +218.2% | +129.8% |
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