+333.1%
SLV vs EXEL
+454.6%
-121.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | +8.4% | -8.7% | -0.7% |
| 30D | +6.7% | +4.1% | +2.6% | +6.5% |
| 3M | -10.7% | +12.4% | -23.1% | -11.2% |
| 6M | -20.6% | +41.5% | -62.1% | -21.8% |
| YTD | -7.1% | +34.6% | -41.8% | -8.4% |
| 1Y | +62.0% | +57.9% | +4.1% | +58.6% |
| 3Y | +169.8% | +159.5% | +10.3% | +157.2% |
| 5Y | +161.5% | +198.5% | -37.0% | +146.7% |
| 10Y | +224.4% | +411.4% | -186.9% | +191.4% |
| All | +333.1% | +454.6% | -121.5% | +240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling