+333.1%
SLV vs EXPD
+459.3%
-126.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | +6.7% | +4.1% | +2.6% | +6.1% |
| 3M | -10.7% | +17.9% | -28.6% | -12.8% |
| 6M | -20.6% | +29.2% | -49.8% | -23.6% |
| YTD | -7.1% | +27.4% | -34.5% | -10.3% |
| 1Y | +62.0% | +56.8% | +5.1% | +52.0% |
| 3Y | +169.8% | +68.0% | +101.8% | +149.3% |
| 5Y | +161.5% | +61.9% | +99.6% | +140.5% |
| 10Y | +224.4% | +316.0% | -91.6% | +162.0% |
| All | +333.1% | +459.3% | -126.2% | +220.3% |
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