+248.5%
SLV vs EWT
+671.6%
-423.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.2% | -4.5% | +0.3% |
| 7D | +5.6% | -5.0% | +10.6% | +7.1% |
| 30D | -12.1% | -16.3% | +4.2% | -7.0% |
| 3M | -16.3% | -7.2% | -9.1% | -14.4% |
| 6M | -34.1% | -0.5% | -33.6% | -34.2% |
| YTD | -25.3% | +50.6% | -75.8% | -34.3% |
| 1Y | +9.6% | +54.8% | -45.2% | -4.5% |
| 3Y | +132.7% | +155.5% | -22.8% | +73.8% |
| 5Y | +113.7% | +116.4% | -2.7% | +65.9% |
| 10Y | +175.9% | +421.4% | -245.5% | +66.8% |
| All | +248.5% | +671.6% | -423.1% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling