+239.3%
SLV vs EL
+673.0%
-433.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.5% |
| 7D | +5.1% | +0.8% | +4.3% | +4.9% |
| 30D | -12.9% | +16.5% | -29.4% | -15.0% |
| 3M | -16.1% | +29.2% | -45.3% | -19.5% |
| 6M | -33.2% | +27.9% | -61.1% | -36.0% |
| YTD | -27.2% | +6.2% | -33.4% | -28.5% |
| 1Y | +7.6% | +27.2% | -19.5% | +3.2% |
| 3Y | +122.3% | +3.2% | +119.1% | +113.3% |
| 5Y | +109.7% | -66.0% | +175.7% | +129.5% |
| 10Y | +168.4% | +58.3% | +110.1% | +132.4% |
| All | +239.3% | +673.0% | -433.7% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling