+214.1%
SLV vs ELF
+334.6%
-120.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.5% |
| 7D | +2.5% | -1.2% | +3.7% | +2.6% |
| 30D | +3.3% | +5.9% | -2.7% | +2.9% |
| 3M | -3.6% | +99.5% | -103.1% | -6.8% |
| 6M | -21.8% | +26.5% | -48.3% | -22.9% |
| YTD | -7.8% | +37.2% | -45.0% | -9.6% |
| 1Y | +58.3% | -24.4% | +82.7% | +58.4% |
| 3Y | +182.6% | -23.3% | +205.9% | +176.3% |
| 5Y | +167.8% | +245.2% | -77.4% | +136.8% |
| All | +214.1% | +334.6% | -120.5% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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