+333.1%
SLV vs ET
+1,320.7%
-987.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.3% | +0.9% | -1.2% | -0.4% |
| 30D | +6.7% | +7.5% | -0.8% | +5.8% |
| 3M | -10.7% | +11.4% | -22.1% | -11.8% |
| 6M | -20.6% | +18.5% | -39.1% | -22.3% |
| YTD | -7.1% | +37.4% | -44.5% | -10.5% |
| 1Y | +62.0% | +30.9% | +31.0% | +56.9% |
| 3Y | +169.8% | +98.7% | +71.1% | +148.9% |
| 5Y | +161.5% | +230.7% | -69.3% | +127.4% |
| 10Y | +224.4% | +175.6% | +48.8% | +175.5% |
| All | +333.1% | +1,320.7% | -987.6% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling