+219.9%
SLV vs EFA
+146.6%
+73.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.4% |
| 7D | -2.8% | -1.5% | -1.3% | -1.8% |
| 30D | -1.6% | -1.7% | +0.1% | -0.4% |
| 3M | -4.4% | +3.5% | -7.9% | -6.3% |
| 6M | -25.4% | +9.5% | -34.9% | -28.8% |
| YTD | -9.8% | +12.9% | -22.6% | -14.7% |
| 1Y | +53.8% | +18.2% | +35.6% | +42.0% |
| 3Y | +174.7% | +64.8% | +109.8% | +113.1% |
| 5Y | +164.3% | +53.9% | +110.4% | +108.6% |
| All | +219.9% | +146.6% | +73.3% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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