+333.1%
SLV vs ELV
+663.3%
-330.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.1% |
| 7D | -0.3% | +3.3% | -3.6% | -0.6% |
| 30D | +6.7% | +4.2% | +2.5% | +6.3% |
| 3M | -10.7% | -0.1% | -10.6% | -10.8% |
| 6M | -20.6% | +41.3% | -61.9% | -23.1% |
| YTD | -7.1% | +17.4% | -24.6% | -8.8% |
| 1Y | +62.0% | +35.1% | +26.9% | +57.1% |
| 3Y | +169.8% | -3.2% | +173.1% | +167.3% |
| 5Y | +161.5% | +15.6% | +145.8% | +153.7% |
| 10Y | +224.4% | +276.8% | -52.4% | +177.1% |
| All | +333.1% | +663.3% | -330.2% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling