+62.0%
SLV vs EW
+11.0%
+51.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +6.7% | +1.0% | +5.6% | +6.5% |
| 3M | -10.7% | +2.8% | -13.5% | -11.0% |
| 6M | -20.6% | +5.5% | -26.1% | -21.3% |
| YTD | -7.1% | +5.5% | -12.6% | -10.1% |
| 1Y | +62.0% | +11.0% | +50.9% | +75.4% |
| All | +62.0% | +11.0% | +51.0% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling