+122.3%
SLV vs EXPE
+131.0%
-8.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.7% | +0.2% |
| 7D | +5.1% | -9.3% | +14.4% | +5.7% |
| 30D | -12.9% | +0.1% | -13.1% | -13.0% |
| 3M | -16.1% | -15.3% | -0.8% | -15.5% |
| 6M | -33.2% | +5.5% | -38.6% | -33.7% |
| YTD | -27.2% | -8.0% | -19.3% | -27.3% |
| 1Y | +7.6% | +18.9% | -11.2% | +5.2% |
| 3Y | +122.3% | +135.5% | -13.2% | +104.7% |
| All | +122.3% | +131.0% | -8.6% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling