+240.9%
SLV vs ESTC
+23.0%
+217.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.8% |
| YTD | -27.2% | +14.1% | -41.3% | -28.3% |
| 1Y | +7.6% | -0.6% | +8.2% | +6.9% |
| 3Y | +122.3% | +20.8% | +101.5% | +113.6% |
| 5Y | +109.7% | -48.8% | +158.5% | +107.4% |
| All | +240.9% | +23.0% | +217.9% | +205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling