+226.7%
SLV vs FLR
+28.3%
+198.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.0% |
| 7D | -3.9% | +10.1% | -14.0% | -5.2% |
| 30D | -15.6% | -0.5% | -15.2% | -15.6% |
| 3M | -23.6% | -4.8% | -18.8% | -23.1% |
| 6M | -42.6% | +10.7% | -53.3% | -43.6% |
| YTD | -30.0% | +25.0% | -54.9% | -32.5% |
| 1Y | -6.6% | +8.3% | -14.9% | -8.3% |
| 3Y | +121.8% | +36.8% | +85.0% | +105.8% |
| 5Y | +92.7% | +121.8% | -29.1% | +64.8% |
| 10Y | +174.0% | +9.2% | +164.8% | +137.1% |
| All | +226.7% | +28.3% | +198.4% | +115.9% |
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