+183.2%
SLV vs EFX
+78.9%
+104.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | -2.0% | +0.9% | -0.9% |
| 30D | -14.2% | +27.9% | -42.1% | -16.2% |
| 3M | -20.3% | +3.8% | -24.2% | -20.8% |
| 6M | -40.2% | +13.0% | -53.2% | -41.2% |
| YTD | -27.6% | -12.4% | -15.2% | -27.2% |
| 1Y | +0.4% | -10.4% | +10.8% | +0.7% |
| 3Y | +129.4% | +4.4% | +124.9% | +122.9% |
| 5Y | +99.8% | -28.9% | +128.7% | +99.4% |
| 10Y | +183.2% | +81.7% | +101.5% | +157.8% |
| All | +183.2% | +78.9% | +104.4% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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