+183.2%
SLV vs ES
+92.3%
+90.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -14.2% | +6.7% | -20.9% | -15.3% |
| 3M | -20.3% | +0.3% | -20.7% | -20.5% |
| 6M | -40.2% | +7.4% | -47.6% | -41.2% |
| YTD | -27.6% | +8.4% | -36.0% | -28.9% |
| 1Y | +0.4% | +0.6% | -0.2% | -0.2% |
| 3Y | +129.4% | +50.6% | +78.7% | +108.4% |
| 5Y | +99.8% | +4.8% | +95.0% | +94.1% |
| 10Y | +183.2% | +93.1% | +90.1% | +149.7% |
| All | +183.2% | +92.3% | +90.9% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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