+106.9%
SLV vs EXE
+61.0%
+45.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +5.1% | -6.6% | +11.7% | +6.1% |
| 30D | -12.9% | -4.0% | -8.9% | -12.5% |
| 3M | -16.1% | -7.5% | -8.6% | -15.3% |
| 6M | -33.2% | -11.7% | -21.5% | -32.2% |
| YTD | -27.2% | -22.0% | -5.3% | -25.1% |
| 1Y | +7.6% | -21.8% | +29.4% | +10.8% |
| 3Y | +122.3% | +8.0% | +114.3% | +112.9% |
| All | +106.9% | +61.0% | +45.9% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling