+182.0%
SLV vs EL
+60.4%
+121.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | -3.9% | +2.7% | -6.5% | -4.2% |
| 30D | -15.6% | +10.8% | -26.5% | -17.1% |
| 3M | -23.6% | +26.5% | -50.1% | -26.6% |
| 6M | -42.6% | +31.1% | -73.7% | -45.2% |
| YTD | -30.0% | +6.6% | -36.6% | -31.2% |
| 1Y | -6.6% | +21.8% | -28.4% | -9.9% |
| 3Y | +121.8% | +1.8% | +120.1% | +113.0% |
| 5Y | +92.7% | -65.6% | +158.2% | +108.2% |
| All | +182.0% | +60.4% | +121.6% | +162.2% |
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