+218.9%
SLV vs EXR
+147.0%
+71.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +3.3% | -6.9% | +10.2% | +4.7% |
| 3M | -3.6% | -3.0% | -0.6% | -3.2% |
| 6M | -21.8% | -2.9% | -18.9% | -21.5% |
| YTD | -7.8% | +9.3% | -17.1% | -9.3% |
| 1Y | +58.3% | -0.9% | +59.2% | +58.3% |
| 3Y | +182.6% | +24.7% | +157.9% | +168.8% |
| 5Y | +167.8% | -11.7% | +179.5% | +166.8% |
| 10Y | +218.9% | +148.4% | +70.5% | +179.7% |
| All | +218.9% | +147.0% | +71.9% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling