+214.0%
SLV vs EXPD
+315.7%
-101.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +6.7% | +4.1% | +2.6% | +6.0% |
| 3M | -10.7% | +17.9% | -28.6% | -13.1% |
| 6M | -20.6% | +29.2% | -49.8% | -24.1% |
| YTD | -7.1% | +27.4% | -34.5% | -10.8% |
| 1Y | +62.0% | +56.8% | +5.1% | +50.7% |
| 3Y | +169.8% | +68.0% | +101.8% | +146.5% |
| 5Y | +161.5% | +61.9% | +99.6% | +137.2% |
| All | +214.0% | +315.7% | -101.7% | +165.6% |
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