+148.0%
SLV vs ELF
+383.9%
-235.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.9% | -0.4% |
| 7D | +5.1% | +4.0% | +1.1% | +4.9% |
| 30D | -12.9% | +10.6% | -23.5% | -13.4% |
| 3M | -16.1% | +25.8% | -41.9% | -17.1% |
| 6M | -33.2% | +89.1% | -122.2% | -35.4% |
| YTD | -27.2% | +52.7% | -80.0% | -29.1% |
| 1Y | +7.6% | +51.7% | -44.1% | +4.9% |
| 3Y | +122.3% | +14.2% | +108.1% | +113.1% |
| 5Y | +109.7% | +270.7% | -161.0% | +85.0% |
| 10Y | +168.4% | +341.9% | -173.5% | +117.6% |
| All | +148.0% | +383.9% | -235.9% | +101.0% |
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