+235.3%
SLV vs EWT
+510.6%
-275.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +2.8% | +2.1% | +0.7% | +1.8% |
| 30D | +2.2% | +9.4% | -7.2% | -2.1% |
| 3M | +2.9% | +10.9% | -8.0% | -2.4% |
| 6M | -22.4% | +57.9% | -80.4% | -37.4% |
| YTD | -5.7% | +75.9% | -81.7% | -26.7% |
| 1Y | +63.3% | +89.7% | -26.4% | +23.1% |
| 3Y | +189.0% | +200.9% | -11.9% | +80.3% |
| 5Y | +172.7% | +154.5% | +18.2% | +77.8% |
| 10Y | +235.3% | +520.8% | -285.5% | +53.9% |
| All | +235.3% | +510.6% | -275.3% | +53.9% |
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