+165.7%
SLV vs FN
+289.0%
-123.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.6% |
| 7D | -0.3% | -1.7% | +1.3% | -0.1% |
| 30D | +6.7% | -22.0% | +28.7% | +9.4% |
| 3M | -10.7% | -43.0% | +32.3% | -5.7% |
| 6M | -20.6% | -27.7% | +7.1% | -18.7% |
| YTD | -7.1% | -10.5% | +3.4% | -7.1% |
| 1Y | +62.0% | +12.5% | +49.5% | +58.4% |
| 3Y | +169.8% | +153.8% | +16.0% | +139.4% |
| All | +165.7% | +289.0% | -123.3% | +126.5% |
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 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