+145.9%
SLV vs ELF
+393.8%
-247.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.4% |
| 7D | +3.7% | +6.3% | -2.6% | +3.3% |
| 30D | -15.2% | +8.5% | -23.6% | -15.5% |
| 3M | -21.8% | +24.4% | -46.2% | -22.6% |
| 6M | -36.3% | +94.7% | -131.1% | -38.5% |
| YTD | -27.8% | +55.9% | -83.7% | -29.7% |
| 1Y | +1.5% | +48.4% | -46.9% | -1.0% |
| 3Y | +128.5% | +24.6% | +103.9% | +118.1% |
| 5Y | +103.2% | +285.0% | -181.8% | +78.9% |
| 10Y | +164.7% | +357.2% | -192.5% | +114.0% |
| All | +145.9% | +393.8% | -247.9% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling