+333.1%
SLV vs ED
+487.2%
-154.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +6.7% | -0.1% | +6.8% | +6.7% |
| 3M | -10.7% | +3.9% | -14.6% | -11.4% |
| 6M | -20.6% | -3.0% | -17.6% | -20.4% |
| YTD | -7.1% | +10.7% | -17.8% | -9.1% |
| 1Y | +62.0% | +13.3% | +48.6% | +57.8% |
| 3Y | +169.8% | +34.5% | +135.3% | +152.9% |
| 5Y | +161.5% | +67.1% | +94.3% | +136.2% |
| 10Y | +224.4% | +103.0% | +121.4% | +174.8% |
| All | +333.1% | +487.2% | -154.1% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling