+218.9%
SLV vs ED
+104.2%
+114.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +2.5% | +0.5% | +2.0% | +2.5% |
| 30D | +3.3% | +1.1% | +2.2% | +3.1% |
| 3M | -3.6% | +4.6% | -8.2% | -4.2% |
| 6M | -21.8% | -2.0% | -19.9% | -21.8% |
| YTD | -7.8% | +11.7% | -19.5% | -9.4% |
| 1Y | +58.3% | +15.7% | +42.5% | +54.8% |
| 3Y | +182.6% | +34.4% | +148.2% | +168.4% |
| 5Y | +167.8% | +67.3% | +100.5% | +149.5% |
| 10Y | +218.9% | +104.0% | +114.8% | +182.9% |
| All | +218.9% | +104.2% | +114.7% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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