+132.7%
SLV vs EXEL
+244.2%
-111.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.5% |
| 7D | +5.6% | +2.3% | +3.3% | +5.5% |
| 30D | -12.1% | +19.8% | -32.0% | -13.3% |
| 3M | -16.3% | +32.7% | -49.0% | -18.0% |
| 6M | -34.1% | +49.0% | -83.0% | -35.9% |
| YTD | -25.3% | +63.7% | -88.9% | -27.8% |
| 1Y | +9.6% | +75.8% | -66.2% | +5.9% |
| 3Y | +132.7% | +241.3% | -108.6% | +118.2% |
| All | +132.7% | +244.2% | -111.6% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling