+235.3%
SLV vs EFV
+162.1%
+73.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.8% |
| 7D | +2.8% | -0.5% | +3.3% | +3.1% |
| 30D | +2.2% | 0.0% | +2.2% | +2.2% |
| 3M | +2.9% | +8.4% | -5.5% | -1.8% |
| 6M | -22.4% | +12.3% | -34.8% | -27.0% |
| YTD | -5.7% | +17.4% | -23.1% | -12.7% |
| 1Y | +63.3% | +27.1% | +36.2% | +45.5% |
| 3Y | +189.0% | +90.7% | +98.3% | +111.6% |
| 5Y | +172.7% | +95.6% | +77.0% | +94.9% |
| 10Y | +235.3% | +165.3% | +70.0% | +97.3% |
| All | +235.3% | +162.1% | +73.2% | +97.3% |
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