+239.8%
SLV vs EXPD
+459.5%
-219.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.1% |
| 7D | -0.7% | -4.8% | +4.1% | -0.1% |
| 30D | -15.4% | -1.5% | -13.8% | -15.2% |
| 3M | -16.3% | +4.1% | -20.4% | -16.8% |
| 6M | -28.8% | +24.0% | -52.8% | -31.0% |
| YTD | -27.1% | +27.4% | -54.6% | -29.7% |
| 1Y | +7.5% | +38.4% | -30.9% | +2.6% |
| 3Y | +121.2% | +73.2% | +48.0% | +103.4% |
| 5Y | +110.0% | +59.9% | +50.1% | +93.4% |
| 10Y | +168.8% | +319.9% | -151.1% | +116.6% |
| All | +239.8% | +459.5% | -219.7% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling