+122.3%
SLV vs ESTC
+18.0%
+104.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.2% |
| 7D | +5.1% | -11.5% | +16.6% | +5.7% |
| 30D | -12.9% | -7.5% | -5.4% | -12.6% |
| 3M | -16.1% | +23.1% | -39.1% | -17.0% |
| 6M | -33.2% | +75.3% | -108.4% | -35.0% |
| YTD | -27.2% | +14.1% | -41.3% | -27.6% |
| 1Y | +7.6% | -0.6% | +8.2% | +7.9% |
| 3Y | +122.3% | +20.8% | +101.5% | +122.3% |
| All | +122.3% | +18.0% | +104.3% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 3y: compounded portfolio wealth divided by compounded ESTC 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…
3y analysis · Full analysis span regression · 6 months rolling