+216.5%
SLV vs ELV
+278.2%
-61.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.4% | -10.7% | -5.7% |
| 7D | -5.0% | +0.9% | -5.9% | -5.1% |
| 30D | -1.8% | +7.2% | -9.0% | -2.4% |
| 3M | -0.3% | +3.4% | -3.7% | -0.7% |
| 6M | -28.2% | +48.6% | -76.8% | -30.6% |
| YTD | -10.7% | +20.6% | -31.3% | -12.5% |
| 1Y | +53.7% | +38.5% | +15.2% | +49.1% |
| 3Y | +173.7% | -2.4% | +176.1% | +171.2% |
| 5Y | +161.5% | +25.3% | +136.1% | +152.5% |
| All | +216.5% | +278.2% | -61.8% | +184.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling