+239.3%
SLV vs EW
+2,654.3%
-2,415.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +5.1% | +11.0% | -5.9% | +3.9% |
| 30D | -12.9% | +19.1% | -32.0% | -14.6% |
| 3M | -16.1% | +14.4% | -30.4% | -17.4% |
| 6M | -33.2% | +22.8% | -55.9% | -34.8% |
| YTD | -27.2% | +19.8% | -47.1% | -28.9% |
| 1Y | +7.6% | +23.9% | -16.3% | +4.8% |
| 3Y | +122.3% | +52.2% | +70.1% | +108.6% |
| 5Y | +109.7% | -13.9% | +123.6% | +107.2% |
| 10Y | +168.4% | +241.9% | -73.4% | +125.1% |
| All | +239.3% | +2,654.3% | -2,415.0% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling