+218.9%
SLV vs ESI
+307.6%
-88.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | +2.5% | +5.4% | -2.9% | +1.6% |
| 30D | +3.3% | -4.2% | +7.4% | +4.0% |
| 3M | -3.6% | -9.6% | +6.0% | -2.3% |
| 6M | -21.8% | +18.3% | -40.1% | -24.2% |
| YTD | -7.8% | +45.8% | -53.7% | -13.0% |
| 1Y | +58.3% | +39.2% | +19.1% | +50.1% |
| 3Y | +182.6% | +86.3% | +96.3% | +155.9% |
| 5Y | +167.8% | +76.2% | +91.6% | +140.2% |
| 10Y | +218.9% | +306.8% | -87.9% | +151.5% |
| All | +218.9% | +307.6% | -88.8% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling