+99.1%
SLV vs EFX
-29.7%
+128.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.4% | -3.4% |
| 7D | +3.7% | +0.3% | +3.4% | +3.6% |
| 30D | -15.2% | +29.1% | -44.3% | -17.1% |
| 3M | -21.8% | +4.3% | -26.0% | -22.2% |
| 6M | -36.3% | +7.7% | -44.1% | -37.1% |
| YTD | -27.8% | -12.5% | -15.4% | -27.3% |
| 1Y | +1.5% | -8.8% | +10.3% | +1.7% |
| 3Y | +128.5% | +4.3% | +124.2% | +119.7% |
| All | +99.1% | -29.7% | +128.7% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling