+1.5%
SLV vs ESI
+18.3%
-16.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | +3.7% | -6.6% | +10.3% | +6.2% |
| 30D | -15.2% | -9.8% | -5.3% | -11.8% |
| 3M | -21.8% | -11.9% | -9.8% | -18.1% |
| 6M | -36.3% | -25.1% | -11.2% | -29.5% |
| YTD | -27.8% | +31.9% | -59.7% | -39.9% |
| 1Y | +1.5% | +19.2% | -17.7% | -13.1% |
| All | +1.5% | +18.3% | -16.8% | -13.1% |
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