+172.7%
SLV vs EFV
+95.4%
+77.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +3.1% |
| 7D | +2.8% | -0.5% | +3.3% | +3.3% |
| 30D | +2.2% | 0.0% | +2.2% | +2.2% |
| 3M | +2.9% | +8.4% | -5.5% | -4.0% |
| 6M | -22.4% | +12.3% | -34.8% | -29.2% |
| YTD | -5.7% | +17.4% | -23.1% | -15.6% |
| 1Y | +63.3% | +27.1% | +36.2% | +38.7% |
| 3Y | +189.0% | +90.7% | +98.3% | +88.1% |
| 5Y | +172.7% | +95.6% | +77.0% | +64.6% |
| All | +172.7% | +95.4% | +77.3% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling