+122.3%
SLV vs EXE
+3.8%
+118.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +5.1% | -6.6% | +11.7% | +5.9% |
| 30D | -12.9% | -4.0% | -8.9% | -12.6% |
| 3M | -16.1% | -7.5% | -8.6% | -15.4% |
| 6M | -33.2% | -11.7% | -21.5% | -32.4% |
| YTD | -27.2% | -22.0% | -5.3% | -25.4% |
| 1Y | +7.6% | -21.8% | +29.4% | +10.3% |
| 3Y | +122.3% | +8.0% | +114.3% | +111.3% |
| All | +122.3% | +3.8% | +118.5% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling