+128.3%
SLV vs ESTC
+13.7%
+114.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | -2.6% | +1.6% | -1.0% |
| 30D | -14.2% | -8.6% | -5.6% | -13.8% |
| 3M | -20.3% | +14.4% | -34.7% | -20.9% |
| 6M | -40.2% | +73.3% | -113.5% | -41.9% |
| YTD | -27.6% | +15.7% | -43.3% | -28.0% |
| 1Y | +0.4% | -7.6% | +8.0% | +1.2% |
| All | +128.3% | +13.7% | +114.7% | +126.6% |
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