+304.4%
EWY vs SLV
+261.6%
+42.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.1% |
| 7D | -2.8% | -1.1% | -1.8% | -2.5% |
| 30D | -13.1% | -14.2% | +1.1% | -9.2% |
| 3M | -11.6% | -20.3% | +8.7% | -5.6% |
| 6M | -23.4% | -40.2% | +16.8% | -11.2% |
| YTD | +52.0% | -27.6% | +79.6% | +62.2% |
| 1Y | +58.6% | +0.4% | +58.2% | +53.9% |
| 3Y | +163.3% | +129.4% | +34.0% | +101.4% |
| 5Y | +108.7% | +99.8% | +8.9% | +63.6% |
| 10Y | +237.8% | +183.2% | +54.5% | +131.6% |
| All | +304.4% | +261.6% | +42.7% | +101.2% |
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