+175.8%
SLV vs EXPD
+335.0%
-159.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -5.8% | +5.5% | -11.4% | -6.7% |
| 30D | -12.1% | -0.8% | -11.3% | -12.1% |
| 3M | -24.1% | +4.1% | -28.3% | -24.7% |
| 6M | -44.4% | +25.7% | -70.1% | -46.6% |
| YTD | -31.5% | +31.4% | -62.9% | -34.7% |
| 1Y | -6.9% | +42.2% | -49.1% | -12.3% |
| 3Y | +116.0% | +77.2% | +38.8% | +95.2% |
| 5Y | +88.4% | +61.0% | +27.4% | +70.8% |
| All | +175.8% | +335.0% | -159.2% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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