+226.7%
SLV vs EFV
+172.4%
+54.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.2% |
| 7D | -3.9% | +0.7% | -4.6% | -4.2% |
| 30D | -15.6% | +2.0% | -17.7% | -16.4% |
| 3M | -23.6% | -1.6% | -22.0% | -22.9% |
| 6M | -42.6% | +5.8% | -48.3% | -43.8% |
| YTD | -30.0% | +15.6% | -45.6% | -33.5% |
| 1Y | -6.6% | +19.0% | -25.6% | -12.4% |
| 3Y | +121.8% | +90.7% | +31.2% | +70.8% |
| 5Y | +92.7% | +92.8% | -0.1% | +46.9% |
| 10Y | +174.0% | +160.5% | +13.4% | +81.0% |
| All | +226.7% | +172.4% | +54.3% | +75.5% |
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