+175.8%
SLV vs EWT
+448.9%
-273.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -5.8% | +9.1% | -15.0% | -9.7% |
| 30D | -12.1% | -12.2% | +0.1% | -7.1% |
| 3M | -24.1% | -9.4% | -14.7% | -20.9% |
| 6M | -44.4% | +2.7% | -47.0% | -45.5% |
| YTD | -31.5% | +53.3% | -84.8% | -43.5% |
| 1Y | -6.9% | +59.2% | -66.1% | -24.4% |
| 3Y | +116.0% | +157.1% | -41.1% | +44.2% |
| 5Y | +88.4% | +119.6% | -31.2% | +30.8% |
| All | +175.8% | +448.9% | -273.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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