+239.8%
SLV vs ES
+628.3%
-388.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | -0.7% | +5.9% | -6.7% | -1.9% |
| 30D | -15.4% | +10.2% | -25.6% | -17.2% |
| 3M | -16.3% | +0.4% | -16.7% | -16.5% |
| 6M | -28.8% | +6.9% | -35.7% | -30.1% |
| YTD | -27.1% | +10.5% | -37.7% | -28.9% |
| 1Y | +7.5% | +3.2% | +4.3% | +6.2% |
| 3Y | +121.2% | +49.0% | +72.1% | +99.2% |
| 5Y | +110.0% | +4.5% | +105.5% | +103.2% |
| 10Y | +168.8% | +92.3% | +76.5% | +119.9% |
| All | +239.8% | +628.3% | -388.6% | +95.5% |
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