-23.4%
EWY vs SLV
-39.5%
+16.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +5.9% |
| 7D | -2.8% | -1.1% | -1.8% | -1.9% |
| 30D | -13.1% | -14.2% | +1.1% | -1.6% |
| 3M | -11.6% | -20.3% | +8.7% | +6.2% |
| 6M | -23.4% | -40.2% | +16.8% | +23.7% |
| All | -23.4% | -39.5% | +16.1% | +23.7% |
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