+184.2%
SLV vs EXE
+20.7%
+163.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.1% |
| 7D | -0.3% | -0.3% | -0.1% | -0.3% |
| 30D | +6.7% | +8.5% | -1.8% | +5.5% |
| 3M | -10.7% | +5.5% | -16.1% | -11.4% |
| 6M | -20.6% | -5.9% | -14.7% | -20.1% |
| YTD | -7.1% | -9.7% | +2.6% | -6.4% |
| 1Y | +62.0% | +3.6% | +58.4% | +58.4% |
| All | +184.2% | +20.7% | +163.5% | +156.5% |
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