+182.0%
SLV vs ESI
+321.1%
-139.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.1% | -2.9% |
| 7D | -3.9% | +8.3% | -12.2% | -5.2% |
| 30D | -15.6% | -10.4% | -5.2% | -14.1% |
| 3M | -23.6% | -13.2% | -10.4% | -21.9% |
| 6M | -42.6% | -23.9% | -18.7% | -40.2% |
| YTD | -30.0% | +34.2% | -64.2% | -32.9% |
| 1Y | -6.6% | +22.2% | -28.9% | -9.6% |
| 3Y | +121.8% | +79.2% | +42.6% | +103.1% |
| 5Y | +92.7% | +38.1% | +54.5% | +78.7% |
| All | +182.0% | +321.1% | -139.1% | +132.0% |
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