+175.8%
SLV vs EFV
+163.3%
+12.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -5.8% | +2.5% | -8.4% | -7.3% |
| 30D | -12.1% | +2.9% | -15.0% | -13.6% |
| 3M | -24.1% | -1.4% | -22.7% | -23.4% |
| 6M | -44.4% | +5.5% | -49.9% | -45.9% |
| YTD | -31.5% | +16.1% | -47.6% | -36.0% |
| 1Y | -6.9% | +20.3% | -27.2% | -14.6% |
| 3Y | +116.0% | +90.4% | +25.6% | +58.9% |
| 5Y | +88.4% | +93.5% | -5.1% | +35.9% |
| All | +175.8% | +163.3% | +12.5% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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