+113.3%
SLV vs ESI
+207.0%
-93.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.1% |
| 7D | -1.1% | +1.8% | -2.9% | -1.4% |
| 30D | -14.2% | -6.6% | -7.6% | -13.5% |
| 3M | -20.3% | -9.4% | -11.0% | -19.5% |
| 6M | -40.2% | -24.1% | -16.1% | -38.4% |
| YTD | -27.6% | +37.1% | -64.7% | -30.0% |
| 1Y | +0.4% | +24.5% | -24.1% | -2.0% |
| 3Y | +129.4% | +83.2% | +46.2% | +114.9% |
| 5Y | +99.8% | +44.0% | +55.8% | +88.8% |
| 10Y | +183.2% | +332.8% | -149.6% | +144.3% |
| All | +113.3% | +207.0% | -93.6% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling