+76.0%
SLV vs EXE
+165.2%
-89.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -5.8% | +5.3% | -11.2% | -6.6% |
| 30D | -12.1% | -2.2% | -9.9% | -11.9% |
| 3M | -24.1% | -5.9% | -18.2% | -23.6% |
| 6M | -44.4% | -5.7% | -38.7% | -44.1% |
| YTD | -31.5% | -17.8% | -13.7% | -30.0% |
| 1Y | -6.9% | -23.1% | +16.2% | -3.8% |
| 3Y | +116.0% | +21.2% | +94.8% | +103.5% |
| 5Y | +88.4% | +78.8% | +9.6% | +66.4% |
| All | +76.0% | +165.2% | -89.1% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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