+182.0%
SLV vs EWJ
+125.7%
+56.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.9% |
| 7D | -3.9% | +3.6% | -7.5% | -5.7% |
| 30D | -15.6% | -6.0% | -9.6% | -12.7% |
| 3M | -23.6% | -6.5% | -17.1% | -20.7% |
| 6M | -42.6% | -0.1% | -42.5% | -42.2% |
| YTD | -30.0% | +13.9% | -43.9% | -33.0% |
| 1Y | -6.6% | +13.1% | -19.7% | -10.5% |
| 3Y | +121.8% | +65.0% | +56.8% | +80.7% |
| 5Y | +92.7% | +47.0% | +45.7% | +60.7% |
| All | +182.0% | +125.7% | +56.3% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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