+235.3%
SLV vs EXEL
+378.5%
-143.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +2.2% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +2.2% | +10.1% | -7.9% | +1.8% |
| 3M | +2.9% | +10.1% | -7.2% | +2.4% |
| 6M | -22.4% | +37.7% | -60.1% | -23.5% |
| YTD | -5.7% | +33.1% | -38.8% | -6.9% |
| 1Y | +63.3% | +52.4% | +10.9% | +60.6% |
| 3Y | +189.0% | +163.8% | +25.2% | +177.3% |
| 5Y | +172.7% | +198.5% | -25.9% | +159.4% |
| 10Y | +235.3% | +386.9% | -151.6% | +214.0% |
| All | +235.3% | +378.5% | -143.2% | +214.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling