+219.9%
SLV vs ET
+177.0%
+42.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -2.8% | +0.2% | -3.1% | -2.9% |
| 30D | -1.6% | +2.9% | -4.5% | -1.9% |
| 3M | -4.4% | +16.8% | -21.2% | -6.2% |
| 6M | -25.4% | +18.9% | -44.3% | -27.0% |
| YTD | -9.8% | +37.7% | -47.5% | -13.1% |
| 1Y | +53.8% | +32.4% | +21.4% | +48.7% |
| 3Y | +174.7% | +99.5% | +75.2% | +153.7% |
| 5Y | +164.3% | +244.0% | -79.7% | +131.7% |
| All | +219.9% | +177.0% | +42.9% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling