+333.1%
SLV vs ES
+611.2%
-278.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +6.7% | -2.0% | +8.6% | +7.1% |
| 3M | -10.7% | +1.7% | -12.4% | -11.2% |
| 6M | -20.6% | -3.5% | -17.1% | -20.2% |
| YTD | -7.1% | +7.9% | -15.0% | -8.8% |
| 1Y | +62.0% | +17.2% | +44.8% | +55.7% |
| 3Y | +169.8% | +29.3% | +140.5% | +150.6% |
| 5Y | +161.5% | -5.7% | +167.2% | +158.6% |
| 10Y | +224.4% | +85.2% | +139.2% | +167.9% |
| All | +333.1% | +611.2% | -278.1% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling