+333.1%
SLV vs EWT
+805.0%
-471.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.8% |
| 7D | -0.3% | +4.0% | -4.3% | -1.7% |
| 30D | +6.7% | +10.3% | -3.6% | +3.2% |
| 3M | -10.7% | +6.1% | -16.8% | -12.6% |
| 6M | -20.6% | +56.6% | -77.2% | -31.6% |
| YTD | -7.1% | +76.6% | -83.7% | -22.5% |
| 1Y | +62.0% | +97.9% | -35.9% | +30.6% |
| 3Y | +169.8% | +198.0% | -28.2% | +91.8% |
| 5Y | +161.5% | +151.8% | +9.7% | +93.3% |
| 10Y | +224.4% | +514.1% | -289.7% | +86.2% |
| All | +333.1% | +805.0% | -471.9% | +92.9% |
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 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