+175.8%
SLV vs ETR
+376.0%
-200.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -5.8% | +0.5% | -6.4% | -6.0% |
| 30D | -12.1% | +6.4% | -18.5% | -13.4% |
| 3M | -24.1% | +4.0% | -28.1% | -24.8% |
| 6M | -44.4% | -0.5% | -43.9% | -44.4% |
| YTD | -31.5% | +22.4% | -53.9% | -34.7% |
| 1Y | -6.9% | +19.9% | -26.8% | -10.9% |
| 3Y | +116.0% | +154.7% | -38.7% | +73.9% |
| 5Y | +88.4% | +158.1% | -69.6% | +51.1% |
| All | +175.8% | +376.0% | -200.2% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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