+219.9%
SLV vs EL
+26.1%
+193.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -2.8% | -6.5% | +3.6% | -1.8% |
| 30D | -1.6% | +11.1% | -12.7% | -3.3% |
| 3M | -4.4% | +10.7% | -15.2% | -6.1% |
| 6M | -25.4% | +6.9% | -32.3% | -26.7% |
| YTD | -9.8% | -6.3% | -3.5% | -9.4% |
| 1Y | +53.8% | +13.5% | +40.3% | +50.4% |
| 3Y | +174.7% | -33.1% | +207.7% | +179.0% |
| 5Y | +164.3% | -68.8% | +233.1% | +190.5% |
| All | +219.9% | +26.1% | +193.7% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling