+132.7%
SLV vs ES
+42.6%
+90.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +5.6% | -0.1% | +5.7% | +5.6% |
| 30D | -12.1% | +5.7% | -17.8% | -13.1% |
| 3M | -16.3% | -2.8% | -13.5% | -15.9% |
| 6M | -34.1% | +7.0% | -41.0% | -35.2% |
| YTD | -25.3% | +6.8% | -32.1% | -26.2% |
| 1Y | +9.6% | -0.5% | +10.1% | +9.0% |
| 3Y | +132.7% | +47.2% | +85.5% | +98.1% |
| All | +132.7% | +42.6% | +90.1% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling