+182.0%
SLV vs EXPE
+126.2%
+55.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.3% |
| 7D | -3.9% | -4.2% | +0.3% | -3.5% |
| 30D | -15.6% | -4.5% | -11.1% | -15.5% |
| 3M | -23.6% | -19.7% | -3.9% | -22.4% |
| 6M | -42.6% | +18.3% | -60.8% | -43.7% |
| YTD | -30.0% | -7.3% | -22.6% | -30.2% |
| 1Y | -6.6% | -3.9% | -2.7% | -7.4% |
| 3Y | +121.8% | +123.0% | -1.2% | +99.5% |
| 5Y | +92.7% | +47.9% | +44.7% | +75.6% |
| All | +182.0% | +126.2% | +55.8% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling