+333.1%
SLV vs EXR
+1,869.9%
-1,536.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.3% | -2.6% | +2.2% | 0.0% |
| 30D | +6.7% | -7.2% | +13.9% | +7.8% |
| 3M | -10.7% | -3.5% | -7.2% | -10.4% |
| 6M | -20.6% | -5.3% | -15.3% | -20.1% |
| YTD | -7.1% | +9.4% | -16.5% | -8.2% |
| 1Y | +62.0% | +1.3% | +60.7% | +61.6% |
| 3Y | +169.8% | +22.4% | +147.4% | +160.5% |
| 5Y | +161.5% | -12.2% | +173.7% | +161.1% |
| 10Y | +224.4% | +148.6% | +75.8% | +181.7% |
| All | +333.1% | +1,869.9% | -1,536.8% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling