+169.6%
SLV vs FND
+57.9%
+111.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.9% |
| 7D | -5.8% | -6.8% | +1.0% | -5.1% |
| 30D | -12.1% | +8.0% | -20.1% | -12.9% |
| 3M | -24.1% | -18.9% | -5.2% | -22.5% |
| 6M | -44.4% | +4.7% | -49.1% | -45.0% |
| YTD | -31.5% | -21.6% | -9.9% | -30.1% |
| 1Y | -6.9% | -22.0% | +15.1% | -5.1% |
| 3Y | +116.0% | -40.4% | +156.4% | +122.6% |
| 5Y | +88.4% | -63.8% | +152.2% | +99.0% |
| All | +169.6% | +57.9% | +111.7% | +164.2% |
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