+0.4%
SLV vs EXPE
-2.3%
+2.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.3% |
| 7D | -1.1% | -17.8% | +16.7% | -0.4% |
| 30D | -14.2% | -3.2% | -10.9% | -14.0% |
| 3M | -20.3% | -19.0% | -1.4% | -20.1% |
| 6M | -40.2% | +17.7% | -57.9% | -40.4% |
| YTD | -27.6% | -7.8% | -19.8% | -27.2% |
| 1Y | +0.4% | -1.4% | +1.8% | -0.7% |
| All | +0.4% | -2.3% | +2.8% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling