+120.9%
SLV vs ECL
+77.0%
+43.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -15.6% | +6.6% | -22.2% | -16.6% |
| 3M | -23.6% | +9.6% | -33.2% | -25.0% |
| 6M | -42.6% | +21.6% | -64.2% | -44.9% |
| YTD | -30.0% | +16.9% | -46.9% | -31.7% |
| 1Y | -6.6% | +17.9% | -24.5% | -9.0% |
| All | +120.9% | +77.0% | +43.9% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling