+86.1%
SLV vs EXE
+163.8%
-77.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -1.1% | +1.5% | -2.6% | -1.3% |
| 30D | -14.2% | -0.2% | -14.0% | -14.2% |
| 3M | -20.3% | -9.2% | -11.1% | -19.3% |
| 6M | -40.2% | -7.2% | -33.0% | -39.7% |
| YTD | -27.6% | -18.3% | -9.3% | -25.9% |
| 1Y | +0.4% | -23.6% | +24.0% | +3.9% |
| 3Y | +129.4% | +21.9% | +107.4% | +115.8% |
| 5Y | +99.8% | +73.7% | +26.1% | +77.2% |
| All | +86.1% | +163.8% | -77.7% | +50.1% |
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