+106.9%
SLV vs ES
+1.4%
+105.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.5% |
| 7D | +5.1% | +1.9% | +3.2% | +4.7% |
| 30D | -12.9% | +7.1% | -20.0% | -14.4% |
| 3M | -16.1% | -1.9% | -14.1% | -15.8% |
| 6M | -33.2% | +4.4% | -37.5% | -34.2% |
| YTD | -27.2% | +7.3% | -34.6% | -28.6% |
| 1Y | +7.6% | +2.1% | +5.5% | +6.3% |
| 3Y | +122.3% | +41.8% | +80.5% | +97.4% |
| All | +106.9% | +1.4% | +105.5% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling