+62.0%
SLV vs ESI
+44.5%
+17.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.2% | -2.3% |
| 7D | -0.3% | +3.3% | -3.7% | -1.6% |
| 30D | +6.7% | -5.9% | +12.6% | +9.0% |
| 3M | -10.7% | -14.1% | +3.4% | -6.6% |
| 6M | -20.6% | +6.6% | -27.2% | -24.8% |
| YTD | -7.1% | +45.0% | -52.2% | -19.9% |
| 1Y | +62.0% | +41.5% | +20.5% | +41.3% |
| All | +62.0% | +44.5% | +17.4% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling