+5.1%
SLV vs ELF
+57.2%
-52.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.4% |
| 7D | +5.6% | +7.8% | -2.2% | +4.6% |
| 30D | -12.1% | +9.3% | -21.4% | -13.1% |
| 3M | -16.3% | +21.2% | -37.5% | -18.2% |
| 6M | -34.1% | +96.1% | -130.2% | -38.4% |
| YTD | -25.3% | +57.0% | -82.2% | -30.1% |
| All | +5.1% | +57.2% | -52.1% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling