+175.8%
SLV vs EFA
+147.0%
+28.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.3% |
| 7D | -5.8% | +2.2% | -8.1% | -7.2% |
| 30D | -12.1% | +1.4% | -13.5% | -12.8% |
| 3M | -24.1% | -4.2% | -20.0% | -21.8% |
| 6M | -44.4% | +1.9% | -46.3% | -44.6% |
| YTD | -31.5% | +10.2% | -41.7% | -34.0% |
| 1Y | -6.9% | +12.8% | -19.7% | -11.5% |
| 3Y | +116.0% | +65.2% | +50.8% | +68.8% |
| 5Y | +88.4% | +49.8% | +38.6% | +51.7% |
| All | +175.8% | +147.0% | +28.8% | +74.5% |
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