+138.6%
SLV vs EXE
+191.4%
-52.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.0% |
| 7D | -0.3% | -0.3% | -0.1% | -0.3% |
| 30D | +6.7% | +8.5% | -1.8% | +5.3% |
| 3M | -10.7% | +5.5% | -16.1% | -11.5% |
| 6M | -20.6% | -5.9% | -14.7% | -20.1% |
| YTD | -7.1% | -9.7% | +2.6% | -6.3% |
| 1Y | +62.0% | +3.6% | +58.4% | +59.2% |
| 3Y | +169.8% | +18.0% | +151.8% | +155.9% |
| 5Y | +161.5% | +109.4% | +52.0% | +124.5% |
| All | +138.6% | +191.4% | -52.8% | +89.9% |
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