+184.2%
SLV vs EXEL
+164.9%
+19.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | +8.4% | -8.7% | -0.9% |
| 30D | +6.7% | +4.1% | +2.6% | +6.4% |
| 3M | -10.7% | +12.4% | -23.1% | -11.4% |
| 6M | -20.6% | +41.5% | -62.1% | -22.1% |
| YTD | -7.1% | +34.6% | -41.8% | -8.8% |
| 1Y | +62.0% | +57.9% | +4.1% | +59.3% |
| All | +184.2% | +164.9% | +19.3% | +170.1% |
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