+175.8%
SLV vs ES
+98.2%
+77.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -5.8% | +2.7% | -8.6% | -6.3% |
| 30D | -12.1% | +7.6% | -19.7% | -13.4% |
| 3M | -24.1% | +0.5% | -24.6% | -24.3% |
| 6M | -44.4% | +7.6% | -52.0% | -45.4% |
| YTD | -31.5% | +10.2% | -41.7% | -32.9% |
| 1Y | -6.9% | +1.8% | -8.8% | -7.8% |
| 3Y | +116.0% | +55.4% | +60.6% | +95.1% |
| 5Y | +88.4% | +7.3% | +81.1% | +82.3% |
| All | +175.8% | +98.2% | +77.6% | +143.9% |
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