+218.5%
SLV vs EXC
+152.8%
+65.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +6.7% | -3.7% | +10.4% | +7.3% |
| 3M | -10.7% | -1.3% | -9.4% | -10.7% |
| 6M | -20.6% | -9.7% | -10.9% | -19.4% |
| YTD | -7.1% | +2.9% | -10.0% | -8.3% |
| 1Y | +62.0% | +4.4% | +57.6% | +59.4% |
| 3Y | +169.8% | +22.2% | +147.6% | +154.5% |
| 5Y | +161.5% | +46.7% | +114.7% | +137.3% |
| All | +218.5% | +152.8% | +65.7% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling