+106.9%
SLV vs ESTC
-48.9%
+155.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.3% |
| 7D | +5.1% | -11.5% | +16.6% | +5.9% |
| 30D | -12.9% | -7.5% | -5.4% | -12.5% |
| 3M | -16.1% | +23.1% | -39.1% | -17.4% |
| 6M | -33.2% | +75.3% | -108.4% | -35.7% |
| YTD | -27.2% | +14.1% | -41.3% | -28.2% |
| 1Y | +7.6% | -0.6% | +8.2% | +7.1% |
| 3Y | +122.3% | +20.8% | +101.5% | +113.5% |
| All | +106.9% | -48.9% | +155.9% | +100.8% |
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