+106.9%
SLV vs FN
+170.4%
-63.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.8% | -1.5% |
| 7D | +5.1% | 0.0% | +5.1% | +4.6% |
| 30D | -12.9% | -34.3% | +21.4% | -9.0% |
| 3M | -16.1% | -39.9% | +23.8% | -11.8% |
| 6M | -33.2% | -51.8% | +18.7% | -28.5% |
| YTD | -27.2% | -28.1% | +0.9% | -25.7% |
| 1Y | +7.6% | -29.1% | +36.7% | +9.8% |
| 3Y | +122.3% | +102.4% | +19.9% | +100.9% |
| All | +106.9% | +170.4% | -63.4% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling