+85.4%
SLV vs EXE
+161.7%
-76.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.3% | -5.8% | -3.8% |
| 7D | +3.7% | -2.2% | +5.9% | +4.0% |
| 30D | -15.2% | -0.3% | -14.8% | -15.2% |
| 3M | -21.8% | -9.3% | -12.4% | -20.7% |
| 6M | -36.3% | -7.2% | -29.1% | -35.8% |
| YTD | -27.8% | -18.9% | -8.9% | -26.1% |
| 1Y | +1.5% | -21.7% | +23.2% | +4.6% |
| 3Y | +128.5% | +21.0% | +107.5% | +115.3% |
| 5Y | +103.2% | +76.0% | +27.3% | +79.9% |
| All | +85.4% | +161.7% | -76.3% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling