+167.8%
SLV vs FTI
+1,110.9%
-943.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.4% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +3.3% | +12.3% | -9.1% | +1.4% |
| 3M | -3.6% | +13.8% | -17.3% | -5.7% |
| 6M | -21.8% | +24.3% | -46.1% | -24.8% |
| YTD | -7.8% | +75.8% | -83.6% | -15.6% |
| 1Y | +58.3% | +99.6% | -41.4% | +42.3% |
| 3Y | +182.6% | +278.4% | -95.8% | +129.4% |
| 5Y | +167.8% | +1,168.7% | -1,000.9% | +76.5% |
| All | +167.8% | +1,110.9% | -943.1% | +76.5% |
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 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