+185.0%
SLV vs FND
+68.8%
+116.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -1.1% | -4.4% | +3.3% | -0.6% |
| 30D | -14.2% | +14.5% | -28.7% | -15.5% |
| 3M | -20.3% | -15.6% | -4.7% | -19.0% |
| 6M | -40.2% | +4.7% | -44.9% | -40.9% |
| YTD | -27.6% | -16.1% | -11.4% | -26.7% |
| 1Y | +0.4% | -16.0% | +16.4% | +1.6% |
| 3Y | +129.4% | -35.5% | +164.8% | +134.3% |
| 5Y | +99.8% | -60.5% | +160.3% | +109.0% |
| All | +185.0% | +68.8% | +116.2% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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