+62.0%
SLV vs EXC
+3.5%
+58.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.6% |
| 7D | -0.3% | +0.3% | -0.6% | -0.2% |
| 30D | +6.7% | -3.7% | +10.4% | +5.1% |
| 3M | -10.7% | -1.3% | -9.4% | -10.8% |
| 6M | -20.6% | -9.7% | -10.9% | -23.6% |
| YTD | -7.1% | +2.9% | -10.0% | -1.1% |
| 1Y | +62.0% | +4.4% | +57.6% | +78.2% |
| All | +62.0% | +3.5% | +58.5% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling