+333.1%
SLV vs FTI
+834.7%
-501.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | +5.3% | -5.6% | -1.3% |
| 30D | +6.7% | +15.3% | -8.6% | +4.0% |
| 3M | -10.7% | +15.8% | -26.5% | -13.2% |
| 6M | -20.6% | +22.6% | -43.2% | -23.8% |
| YTD | -7.1% | +79.5% | -86.7% | -16.7% |
| 1Y | +62.0% | +102.0% | -40.0% | +42.1% |
| 3Y | +169.8% | +315.8% | -146.0% | +103.9% |
| 5Y | +161.5% | +1,129.5% | -968.1% | +55.7% |
| 10Y | +224.4% | +320.9% | -96.5% | +110.3% |
| All | +333.1% | +834.7% | -501.6% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling