+7.6%
SLV vs EXC
+2.5%
+5.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | -0.9% |
| 7D | +5.1% | -1.2% | +6.3% | +4.6% |
| 30D | -12.9% | +10.0% | -22.9% | -9.4% |
| 3M | -16.1% | +1.6% | -17.7% | -15.6% |
| 6M | -33.2% | +3.3% | -36.4% | -32.1% |
| YTD | -27.2% | +7.6% | -34.8% | -20.0% |
| 1Y | +7.6% | +3.5% | +4.2% | +19.9% |
| All | +7.6% | +2.5% | +5.1% | +19.9% |
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