+153.3%
EWY vs SLV
+170.6%
-17.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.3% |
| 7D | +6.7% | +2.8% | +3.9% | +5.6% |
| 30D | +17.0% | +2.2% | +14.8% | +16.1% |
| 3M | +3.7% | +2.9% | +0.8% | +2.7% |
| 6M | +42.5% | -22.4% | +64.9% | +53.3% |
| YTD | +96.2% | -5.7% | +102.0% | +90.7% |
| 1Y | +160.4% | +63.3% | +97.1% | +107.5% |
| 3Y | +231.7% | +189.0% | +42.7% | +111.6% |
| 5Y | +153.3% | +172.7% | -19.4% | +55.3% |
| All | +153.3% | +170.6% | -17.3% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling