+214.0%
SLV vs FN
+900.0%
-686.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.5% |
| 7D | -0.3% | -1.7% | +1.3% | -0.2% |
| 30D | +6.7% | -22.0% | +28.7% | +8.9% |
| 3M | -10.7% | -43.0% | +32.3% | -6.6% |
| 6M | -20.6% | -27.7% | +7.1% | -19.0% |
| YTD | -7.1% | -10.5% | +3.4% | -7.1% |
| 1Y | +62.0% | +12.5% | +49.5% | +58.9% |
| 3Y | +169.8% | +153.8% | +16.0% | +144.6% |
| 5Y | +161.5% | +288.0% | -126.5% | +128.2% |
| All | +214.0% | +900.0% | -686.0% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling