+10.3%
SLV vs EXEL
+92.4%
-82.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.0% |
| 7D | -3.9% | +9.8% | -13.6% | -6.6% |
| 30D | -14.5% | +23.6% | -38.1% | -20.0% |
| 3M | -12.4% | +29.9% | -42.3% | -19.6% |
| 6M | -28.5% | +64.7% | -93.2% | -40.3% |
| YTD | -26.8% | +66.0% | -92.8% | -39.5% |
| 1Y | +10.3% | +92.0% | -81.6% | -12.7% |
| All | +10.3% | +92.4% | -82.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling