+167.8%
SLV vs EWZ
+60.6%
+107.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -1.6% |
| 7D | +2.5% | +5.6% | -3.1% | +0.1% |
| 30D | +3.3% | +9.3% | -6.0% | -0.8% |
| 3M | -3.6% | +15.7% | -19.3% | -9.5% |
| 6M | -21.8% | +7.4% | -29.3% | -24.1% |
| YTD | -7.8% | +22.7% | -30.5% | -13.6% |
| 1Y | +58.3% | +36.4% | +21.9% | +42.9% |
| 3Y | +182.6% | +50.4% | +132.2% | +144.5% |
| 5Y | +167.8% | +67.6% | +100.2% | +117.4% |
| All | +167.8% | +60.6% | +107.2% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 5y: compounded portfolio wealth divided by compounded EWZ 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…
5y analysis · Full analysis span regression · 6 months rolling