+218.9%
SLV vs ECL
+153.2%
+65.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +3.3% | -2.5% | +5.7% | +3.7% |
| 3M | -3.6% | +8.3% | -11.9% | -5.1% |
| 6M | -21.8% | -1.1% | -20.7% | -21.8% |
| YTD | -7.8% | +6.5% | -14.4% | -8.8% |
| 1Y | +58.3% | +2.1% | +56.2% | +57.4% |
| 3Y | +182.6% | +57.6% | +125.0% | +160.1% |
| 5Y | +167.8% | +28.1% | +139.7% | +151.2% |
| 10Y | +218.9% | +153.2% | +65.6% | +169.0% |
| All | +218.9% | +153.2% | +65.7% | +169.0% |
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