+183.2%
SLV vs FN
+850.1%
-666.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | -0.2% |
| 7D | -1.1% | +8.0% | -9.1% | -2.0% |
| 30D | -14.2% | -19.1% | +5.0% | -12.8% |
| 3M | -20.3% | -29.8% | +9.5% | -18.2% |
| 6M | -40.2% | -43.2% | +3.0% | -37.8% |
| YTD | -27.6% | -18.9% | -8.6% | -27.3% |
| 1Y | +0.4% | -17.9% | +18.3% | +0.6% |
| 3Y | +129.4% | +120.1% | +9.2% | +109.0% |
| 5Y | +99.8% | +206.7% | -106.9% | +75.8% |
| 10Y | +183.2% | +804.7% | -621.4% | +134.8% |
| All | +183.2% | +850.1% | -666.8% | +134.8% |
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