+175.9%
SLV vs ECL
+205.6%
-29.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.4% |
| 7D | +5.6% | -0.5% | +6.2% | +5.7% |
| 30D | -12.1% | +8.8% | -21.0% | -13.4% |
| 3M | -16.3% | +7.8% | -24.1% | -17.4% |
| 6M | -34.1% | +21.3% | -55.4% | -36.4% |
| YTD | -25.3% | +17.8% | -43.1% | -27.4% |
| 1Y | +9.6% | +21.1% | -11.5% | +6.0% |
| 3Y | +132.7% | +80.1% | +52.6% | +109.5% |
| 5Y | +113.7% | +40.5% | +73.2% | +97.3% |
| 10Y | +175.9% | +197.7% | -21.9% | +118.7% |
| All | +175.9% | +205.6% | -29.7% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling