+167.8%
SLV vs ELV
+14.2%
+153.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | +3.3% | +2.0% | +1.3% | +3.1% |
| 3M | -3.6% | -3.5% | -0.1% | -3.4% |
| 6M | -21.8% | +40.2% | -62.0% | -24.0% |
| YTD | -7.8% | +15.8% | -23.7% | -9.3% |
| 1Y | +58.3% | +33.2% | +25.1% | +54.2% |
| 3Y | +182.6% | -6.2% | +188.8% | +181.3% |
| 5Y | +167.8% | +16.4% | +151.4% | +161.7% |
| All | +167.8% | +14.2% | +153.6% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling