+218.9%
SLV vs EW
+124.3%
+94.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.3% |
| 7D | +2.5% | -4.4% | +6.9% | +3.0% |
| 30D | +3.3% | -3.3% | +6.6% | +3.6% |
| 3M | -3.6% | +1.0% | -4.6% | -3.8% |
| 6M | -21.8% | +6.2% | -28.0% | -22.5% |
| YTD | -7.8% | +1.7% | -9.6% | -8.2% |
| 1Y | +58.3% | +8.1% | +50.2% | +56.5% |
| 3Y | +182.6% | +17.1% | +165.5% | +172.7% |
| 5Y | +167.8% | -29.4% | +197.1% | +169.8% |
| 10Y | +218.9% | +121.7% | +97.1% | +198.3% |
| All | +218.9% | +124.3% | +94.5% | +198.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling