+218.9%
SLV vs EXPE
+155.3%
+63.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.9% | +7.1% | -0.1% |
| 7D | +2.5% | -9.8% | +12.3% | +3.4% |
| 30D | +3.3% | -11.5% | +14.8% | +4.2% |
| 3M | -3.6% | +21.7% | -25.3% | -5.6% |
| 6M | -21.8% | +10.4% | -32.2% | -22.9% |
| YTD | -7.8% | -2.5% | -5.3% | -8.4% |
| 1Y | +58.3% | +27.3% | +30.9% | +52.9% |
| 3Y | +182.6% | +153.5% | +29.1% | +151.2% |
| 5Y | +167.8% | +91.1% | +76.7% | +138.1% |
| 10Y | +218.9% | +153.1% | +65.7% | +152.0% |
| All | +218.9% | +155.3% | +63.5% | +152.0% |
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