+164.7%
SLV vs ED
+136.7%
+28.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.5% |
| 7D | +3.7% | +2.1% | +1.5% | +3.5% |
| 30D | -15.2% | +12.4% | -27.6% | -16.1% |
| 3M | -21.8% | +13.1% | -34.9% | -22.7% |
| 6M | -36.3% | +14.1% | -50.4% | -37.2% |
| YTD | -27.8% | +23.1% | -50.9% | -29.6% |
| 1Y | +1.5% | +25.4% | -23.9% | -1.3% |
| 3Y | +128.5% | +47.9% | +80.7% | +115.6% |
| 5Y | +103.2% | +81.9% | +21.4% | +88.7% |
| 10Y | +164.7% | +141.3% | +23.4% | +127.6% |
| All | +164.7% | +136.7% | +28.0% | +127.6% |
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