+333.1%
SLV vs EW
+2,324.3%
-1,991.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.2% |
| YTD | -7.1% | +5.5% | -12.6% | -7.8% |
| 1Y | +62.0% | +11.0% | +50.9% | +59.7% |
| 3Y | +169.8% | +17.7% | +152.1% | +160.6% |
| 5Y | +161.5% | -25.7% | +187.2% | +162.6% |
| 10Y | +224.4% | +132.8% | +91.6% | +183.4% |
| All | +333.1% | +2,324.3% | -1,991.2% | +143.2% |
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