+183.2%
SLV vs EXPE
+121.2%
+62.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.2% |
| 7D | -1.1% | -17.8% | +16.7% | +0.5% |
| 30D | -14.2% | -3.2% | -10.9% | -14.1% |
| 3M | -20.3% | -19.0% | -1.4% | -19.1% |
| 6M | -40.2% | +17.7% | -57.9% | -41.4% |
| YTD | -27.6% | -7.8% | -19.8% | -27.8% |
| 1Y | +0.4% | -1.4% | +1.8% | -0.6% |
| 3Y | +129.4% | +121.9% | +7.4% | +106.3% |
| 5Y | +99.8% | +44.3% | +55.5% | +82.5% |
| 10Y | +183.2% | +125.4% | +57.8% | +124.8% |
| All | +183.2% | +121.2% | +62.0% | +124.8% |
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