+237.7%
SLV vs EWJ
+119.3%
+118.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.4% |
| 30D | -14.2% | -5.3% | -8.8% | -12.1% |
| 3M | -20.3% | -4.3% | -16.0% | -18.7% |
| 6M | -40.2% | +0.4% | -40.6% | -40.0% |
| YTD | -27.6% | +14.7% | -42.3% | -30.5% |
| 1Y | +0.4% | +14.7% | -14.3% | -3.7% |
| 3Y | +129.4% | +66.2% | +63.2% | +90.7% |
| 5Y | +99.8% | +50.2% | +49.6% | +71.0% |
| 10Y | +183.2% | +127.1% | +56.2% | +106.1% |
| All | +237.7% | +119.3% | +118.5% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling