+122.6%
SLV vs EXPD
+72.7%
+49.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.3% |
| 7D | -0.7% | -4.8% | +4.1% | 0.0% |
| 30D | -15.4% | -1.5% | -13.8% | -15.3% |
| 3M | -16.3% | +4.1% | -20.4% | -17.1% |
| 6M | -28.8% | +24.0% | -52.8% | -31.7% |
| YTD | -27.1% | +27.4% | -54.6% | -30.0% |
| 1Y | +7.5% | +38.4% | -30.9% | +2.5% |
| All | +122.6% | +72.7% | +49.9% | +98.6% |
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 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