+113.7%
SLV vs FTI
+771.0%
-657.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | +5.6% | -4.3% | +10.0% | +6.3% |
| 30D | -12.1% | -8.0% | -4.1% | -11.0% |
| 3M | -16.3% | -8.0% | -8.2% | -15.2% |
| 6M | -34.1% | -8.7% | -25.4% | -33.3% |
| YTD | -25.3% | +43.9% | -69.2% | -29.4% |
| 1Y | +9.6% | +49.8% | -40.2% | +3.0% |
| 3Y | +132.7% | +211.7% | -79.0% | +95.2% |
| 5Y | +113.7% | +781.6% | -667.9% | +50.8% |
| All | +113.7% | +771.0% | -657.3% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling