+307.9%
EWY vs SLV
+238.8%
+69.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.3% |
| 7D | +6.7% | +2.8% | +3.9% | +5.7% |
| 30D | +17.0% | +2.2% | +14.8% | +16.2% |
| 3M | +3.7% | +2.9% | +0.8% | +2.8% |
| 6M | +42.5% | -22.4% | +64.9% | +53.1% |
| YTD | +96.2% | -5.7% | +102.0% | +92.7% |
| 1Y | +160.4% | +63.3% | +97.1% | +115.0% |
| 3Y | +231.7% | +189.0% | +42.7% | +127.5% |
| 5Y | +153.3% | +172.7% | -19.4% | +73.8% |
| All | +307.9% | +238.8% | +69.1% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling