+226.7%
SLV vs EWZ
+68.5%
+158.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.2% | -2.7% |
| 7D | -3.9% | +0.1% | -3.9% | -3.8% |
| 30D | -15.6% | -25.9% | +10.2% | -9.2% |
| 3M | -23.6% | -6.1% | -17.5% | -23.1% |
| 6M | -42.6% | -16.1% | -26.5% | -40.3% |
| YTD | -30.0% | +1.0% | -30.9% | -30.2% |
| 1Y | -6.6% | 0.0% | -6.6% | -6.8% |
| 3Y | +121.8% | +16.8% | +105.0% | +111.5% |
| 5Y | +92.7% | +52.1% | +40.6% | +69.4% |
| 10Y | +174.0% | +63.6% | +110.3% | +114.6% |
| All | +226.7% | +68.5% | +158.2% | +99.3% |
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