-24.3%
EWY vs SLV
-43.9%
+19.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.1% |
| 7D | +4.2% | -5.8% | +10.1% | +9.3% |
| 30D | -10.7% | -12.1% | +1.5% | -1.1% |
| 3M | -20.1% | -24.1% | +4.1% | -0.2% |
| 6M | -24.3% | -44.4% | +20.1% | +37.6% |
| All | -24.3% | -43.9% | +19.6% | +37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling