+290.6%
EWY vs SLV
+242.1%
+48.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | +4.2% | -5.8% | +10.1% | +6.1% |
| 30D | -10.7% | -12.1% | +1.5% | -7.3% |
| 3M | -20.1% | -24.1% | +4.1% | -13.4% |
| 6M | -24.3% | -44.4% | +20.1% | -10.5% |
| YTD | +46.9% | -31.5% | +78.4% | +59.3% |
| 1Y | +55.2% | -6.9% | +62.1% | +53.9% |
| 3Y | +157.0% | +116.0% | +41.0% | +100.0% |
| 5Y | +98.9% | +88.4% | +10.4% | +58.6% |
| 10Y | +226.3% | +167.9% | +58.4% | +127.4% |
| All | +290.6% | +242.1% | +48.5% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling