+204.8%
SLV vs FOXA
+99.6%
+105.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.7% |
| 7D | -5.8% | +2.7% | -8.5% | -6.2% |
| 30D | -12.1% | +10.0% | -22.1% | -13.2% |
| 3M | -24.1% | +5.0% | -29.1% | -24.8% |
| 6M | -44.4% | +3.4% | -47.8% | -45.0% |
| YTD | -31.5% | -5.5% | -26.0% | -31.6% |
| 1Y | -6.9% | +5.5% | -12.5% | -8.4% |
| 3Y | +116.0% | +139.3% | -23.3% | +88.5% |
| 5Y | +88.4% | +77.2% | +11.2% | +69.2% |
| All | +204.8% | +99.6% | +105.2% | +144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling