+175.8%
SLV vs FTI
+189.4%
-13.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.4% |
| 7D | -5.8% | +4.3% | -10.2% | -6.3% |
| 30D | -12.1% | -4.7% | -7.5% | -11.7% |
| 3M | -24.1% | -13.5% | -10.6% | -22.9% |
| 6M | -44.4% | -8.7% | -35.7% | -43.9% |
| YTD | -31.5% | +49.0% | -80.5% | -34.6% |
| 1Y | -6.9% | +54.0% | -61.0% | -11.4% |
| 3Y | +116.0% | +211.6% | -95.6% | +89.2% |
| 5Y | +88.4% | +881.9% | -793.4% | +44.9% |
| All | +175.8% | +189.4% | -13.6% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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