+236.5%
SLV vs EFV
+172.8%
+63.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.3% |
| 7D | +3.7% | +2.1% | +1.5% | +2.7% |
| 30D | -15.2% | +3.1% | -18.2% | -16.3% |
| 3M | -21.8% | -1.3% | -20.5% | -21.2% |
| 6M | -36.3% | +6.0% | -42.4% | -37.7% |
| YTD | -27.8% | +15.8% | -43.7% | -31.6% |
| 1Y | +1.5% | +21.1% | -19.6% | -5.5% |
| 3Y | +128.5% | +91.0% | +37.5% | +75.8% |
| 5Y | +103.2% | +94.3% | +8.9% | +54.5% |
| 10Y | +164.7% | +160.4% | +4.3% | +74.9% |
| All | +236.5% | +172.8% | +63.7% | +80.7% |
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