+333.1%
SLV vs ETR
+588.1%
-255.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.3% | +1.4% | -1.8% | -0.7% |
| 30D | +6.7% | +1.0% | +5.7% | +6.4% |
| 3M | -10.7% | -1.3% | -9.4% | -10.6% |
| 6M | -20.6% | +1.9% | -22.5% | -21.1% |
| YTD | -7.1% | +18.2% | -25.3% | -10.8% |
| 1Y | +62.0% | +24.7% | +37.3% | +53.7% |
| 3Y | +169.8% | +150.7% | +19.1% | +116.2% |
| 5Y | +161.5% | +127.0% | +34.4% | +113.0% |
| 10Y | +224.4% | +295.5% | -71.1% | +127.5% |
| All | +333.1% | +588.1% | -255.0% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling