+165.7%
SLV vs ESTC
-46.4%
+212.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.9% |
| 7D | -0.3% | -8.1% | +7.8% | +0.1% |
| 30D | +6.7% | +31.7% | -25.0% | +4.6% |
| 3M | -10.7% | +41.1% | -51.7% | -12.9% |
| 6M | -20.6% | +77.1% | -97.7% | -23.8% |
| YTD | -7.1% | +21.7% | -28.8% | -8.8% |
| 1Y | +62.0% | +8.4% | +53.6% | +60.2% |
| 3Y | +169.8% | +23.6% | +146.2% | +158.4% |
| All | +165.7% | -46.4% | +212.1% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling