+183.2%
SLV vs EXC
+197.6%
-14.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | -14.2% | +8.3% | -22.5% | -15.3% |
| 3M | -20.3% | +2.6% | -22.9% | -20.7% |
| 6M | -40.2% | +5.2% | -45.4% | -40.9% |
| YTD | -27.6% | +7.5% | -35.1% | -29.0% |
| 1Y | +0.4% | +3.2% | -2.7% | -0.7% |
| 3Y | +129.4% | +29.5% | +99.8% | +114.3% |
| 5Y | +99.8% | +39.7% | +60.1% | +83.4% |
| 10Y | +183.2% | +200.1% | -16.8% | +127.1% |
| All | +183.2% | +197.6% | -14.3% | +127.1% |
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