+132.7%
SLV vs EXPD
+72.3%
+60.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.3% |
| 7D | +5.6% | -5.5% | +11.1% | +6.5% |
| 30D | -12.1% | -1.9% | -10.2% | -12.0% |
| 3M | -16.3% | +6.1% | -22.4% | -17.3% |
| 6M | -34.1% | +21.6% | -55.7% | -36.5% |
| YTD | -25.3% | +27.9% | -53.2% | -28.3% |
| 1Y | +9.6% | +39.4% | -29.8% | +4.4% |
| 3Y | +132.7% | +72.7% | +60.0% | +106.8% |
| All | +132.7% | +72.3% | +60.4% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling