+239.3%
SLV vs EXR
+2,178.5%
-1,939.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +5.1% | +5.2% | -0.1% | +4.4% |
| 30D | -12.9% | +20.9% | -33.8% | -15.2% |
| 3M | -16.1% | +7.7% | -23.8% | -17.0% |
| 6M | -33.2% | +13.2% | -46.3% | -34.4% |
| YTD | -27.2% | +26.5% | -53.7% | -29.6% |
| 1Y | +7.6% | +27.2% | -19.6% | +4.1% |
| 3Y | +122.3% | +71.5% | +50.8% | +105.1% |
| 5Y | +109.7% | +0.4% | +109.3% | +105.5% |
| 10Y | +168.4% | +225.2% | -56.7% | +125.1% |
| All | +239.3% | +2,178.5% | -1,939.2% | +96.8% |
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