+333.1%
SLV vs EFV
+180.9%
+152.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.3% | +1.5% | -1.8% | -1.0% |
| 30D | +6.7% | +1.7% | +4.9% | +5.9% |
| 3M | -10.7% | +8.6% | -19.3% | -13.8% |
| 6M | -20.6% | +11.7% | -32.3% | -24.0% |
| YTD | -7.1% | +19.3% | -26.4% | -13.2% |
| 1Y | +62.0% | +30.2% | +31.8% | +46.0% |
| 3Y | +169.8% | +91.6% | +78.2% | +106.8% |
| 5Y | +161.5% | +96.4% | +65.1% | +97.3% |
| 10Y | +224.4% | +166.5% | +57.9% | +111.9% |
| All | +333.1% | +180.9% | +152.2% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling