+297.1%
SLV vs FOXA
+90.1%
+207.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -5.6% |
| 7D | -5.0% | -3.7% | -1.3% | -4.6% |
| 30D | -1.8% | +5.4% | -7.1% | -2.6% |
| 3M | -0.3% | -3.7% | +3.4% | -0.3% |
| 6M | -28.2% | +12.6% | -40.8% | -29.8% |
| YTD | -10.7% | -10.0% | -0.8% | -10.2% |
| 1Y | +53.7% | +15.0% | +38.7% | +49.5% |
| 3Y | +173.7% | +115.1% | +58.6% | +142.3% |
| 5Y | +161.5% | +93.0% | +68.5% | +131.9% |
| All | +297.1% | +90.1% | +207.0% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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