+164.7%
SLV vs ES
+87.3%
+77.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | +3.7% | +0.9% | +2.8% | +3.5% |
| 30D | -15.2% | +5.9% | -21.1% | -16.2% |
| 3M | -21.8% | -1.0% | -20.7% | -21.7% |
| 6M | -36.3% | +7.2% | -43.5% | -37.4% |
| YTD | -27.8% | +7.0% | -34.8% | -28.9% |
| 1Y | +1.5% | +0.5% | +1.1% | +0.9% |
| 3Y | +128.5% | +48.7% | +79.9% | +108.0% |
| 5Y | +103.2% | +1.9% | +101.3% | +98.3% |
| 10Y | +164.7% | +89.2% | +75.5% | +129.9% |
| All | +164.7% | +87.3% | +77.4% | +129.9% |
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