+116.0%
SLV vs EW
+62.8%
+53.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -5.8% | +4.9% | -10.8% | -6.3% |
| 30D | -12.1% | +23.9% | -36.1% | -14.1% |
| 3M | -24.1% | +15.8% | -39.9% | -25.3% |
| 6M | -44.4% | +31.7% | -76.0% | -46.0% |
| YTD | -31.5% | +25.7% | -57.2% | -33.3% |
| 1Y | -6.9% | +24.4% | -31.4% | -9.4% |
| 3Y | +116.0% | +65.9% | +50.1% | +102.5% |
| All | +116.0% | +62.8% | +53.2% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling