+114.3%
SLV vs ESI
+182.6%
-68.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | +5.1% | -8.5% | +13.6% | +6.2% |
| 30D | -12.9% | -15.7% | +2.7% | -11.1% |
| 3M | -16.1% | -18.2% | +2.2% | -14.1% |
| 6M | -33.2% | -28.8% | -4.3% | -30.6% |
| YTD | -27.2% | +26.3% | -53.5% | -28.9% |
| 1Y | +7.6% | +18.2% | -10.6% | +5.8% |
| 3Y | +122.3% | +68.1% | +54.2% | +110.6% |
| 5Y | +109.7% | +28.8% | +80.9% | +100.7% |
| 10Y | +168.4% | +329.8% | -161.4% | +133.2% |
| All | +114.3% | +182.6% | -68.3% | +75.6% |
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