+234.2%
SLV vs ELV
+258.8%
-24.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.5% | +2.4% |
| 7D | +2.8% | -2.2% | +5.0% | +3.0% |
| 30D | +2.2% | -0.2% | +2.4% | +2.2% |
| 3M | +2.9% | -6.1% | +9.0% | +3.3% |
| 6M | -22.4% | +42.8% | -65.2% | -24.8% |
| YTD | -5.7% | +14.4% | -20.1% | -7.1% |
| 1Y | +63.3% | +28.6% | +34.7% | +59.3% |
| 3Y | +189.0% | -7.4% | +196.4% | +187.7% |
| 5Y | +172.7% | +14.5% | +158.2% | +165.4% |
| All | +234.2% | +258.8% | -24.7% | +201.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling