+7.6%
SLV vs EXPD
+35.2%
-27.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.5% |
| 7D | +5.1% | -7.2% | +12.3% | +7.1% |
| 30D | -12.9% | -3.3% | -9.6% | -12.4% |
| 3M | -16.1% | +3.4% | -19.5% | -17.4% |
| 6M | -33.2% | +22.7% | -55.9% | -38.3% |
| YTD | -27.2% | +24.5% | -51.8% | -31.1% |
| 1Y | +7.6% | +38.6% | -31.0% | +4.6% |
| All | +7.6% | +35.2% | -27.5% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling