+333.1%
SLV vs ECL
+827.3%
-494.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | -2.6% | +2.3% | +0.2% |
| 30D | +6.7% | -2.2% | +8.9% | +7.1% |
| 3M | -10.7% | +10.1% | -20.8% | -12.6% |
| 6M | -20.6% | -5.7% | -14.9% | -19.8% |
| YTD | -7.1% | +7.0% | -14.1% | -8.4% |
| 1Y | +62.0% | +2.7% | +59.3% | +60.8% |
| 3Y | +169.8% | +57.7% | +112.1% | +144.2% |
| 5Y | +161.5% | +31.1% | +130.3% | +142.1% |
| 10Y | +224.4% | +150.9% | +73.5% | +153.4% |
| All | +333.1% | +827.3% | -494.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling