+5.1%
SLV vs EXC
+2.5%
+2.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +5.6% | -1.7% | +7.4% | +4.9% |
| 30D | -12.1% | +9.3% | -21.4% | -8.8% |
| 3M | -16.3% | +1.0% | -17.3% | -16.0% |
| 6M | -34.1% | +5.9% | -40.0% | -32.3% |
| YTD | -25.3% | +7.6% | -32.9% | -18.0% |
| All | +5.1% | +2.5% | +2.6% | +18.2% |
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