+230.2%
EWY vs SLV
+181.9%
+48.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.8% |
| 7D | +8.0% | +2.5% | +5.5% | +7.1% |
| 30D | +14.3% | +3.3% | +11.1% | +13.1% |
| 3M | +2.3% | -3.6% | +5.9% | +3.4% |
| 6M | +49.9% | -21.8% | +71.7% | +60.0% |
| YTD | +95.3% | -7.8% | +103.2% | +91.9% |
| 1Y | +161.7% | +58.3% | +103.4% | +115.6% |
| 3Y | +230.2% | +182.6% | +47.6% | +126.2% |
| All | +230.2% | +181.9% | +48.3% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling