+333.1%
SLV vs EWZ
+100.7%
+232.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.3% | +6.5% | -6.8% | -2.1% |
| 30D | +6.7% | +4.8% | +1.8% | +5.3% |
| 3M | -10.7% | +9.9% | -20.6% | -12.9% |
| 6M | -20.6% | +1.9% | -22.5% | -20.9% |
| YTD | -7.1% | +20.3% | -27.4% | -10.8% |
| 1Y | +62.0% | +35.6% | +26.4% | +50.7% |
| 3Y | +169.8% | +43.4% | +126.4% | +145.6% |
| 5Y | +161.5% | +55.9% | +105.5% | +129.3% |
| 10Y | +224.4% | +84.2% | +140.3% | +147.9% |
| All | +333.1% | +100.7% | +232.4% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling