+416.7%
EWY vs SLV
+363.7%
+53.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.9% |
| 7D | +4.8% | -0.3% | +5.1% | +4.9% |
| 30D | +11.7% | +6.7% | +5.0% | +9.6% |
| 3M | -7.4% | -10.7% | +3.3% | -4.1% |
| 6M | +40.6% | -20.6% | +61.2% | +50.0% |
| YTD | +94.3% | -7.1% | +101.4% | +93.0% |
| 1Y | +164.3% | +62.0% | +102.3% | +123.8% |
| 3Y | +221.0% | +169.8% | +51.2% | +133.6% |
| 5Y | +139.1% | +161.5% | -22.3% | +73.4% |
| 10Y | +298.8% | +224.4% | +74.4% | +161.8% |
| All | +416.7% | +363.7% | +53.0% | +139.3% |
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 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