+10.3%
SLV vs ELV
+42.6%
-32.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.9% | +0.2% | +4.7% |
| 7D | -3.9% | +4.8% | -8.6% | -4.3% |
| 30D | -14.5% | +10.1% | -24.5% | -15.4% |
| 3M | -12.4% | +15.4% | -27.8% | -14.0% |
| 6M | -28.5% | +17.7% | -46.2% | -30.0% |
| YTD | -26.8% | +25.7% | -52.5% | -30.4% |
| 1Y | +10.3% | +39.9% | -29.5% | +5.2% |
| All | +10.3% | +42.6% | -32.3% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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