+290.8%
EWY vs SLV
+220.9%
+69.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.3% | +1.1% | -2.5% |
| 7D | +1.2% | -5.0% | +6.3% | +2.9% |
| 30D | +9.3% | -1.8% | +11.1% | +10.0% |
| 3M | +2.4% | -0.3% | +2.7% | +2.7% |
| 6M | +40.3% | -28.2% | +68.5% | +54.4% |
| YTD | +88.0% | -10.7% | +98.7% | +87.9% |
| 1Y | +143.8% | +53.7% | +90.1% | +105.2% |
| 3Y | +217.8% | +173.7% | +44.1% | +121.8% |
| 5Y | +142.7% | +161.5% | -18.8% | +68.9% |
| All | +290.8% | +220.9% | +69.9% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SLV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling