+269.2%
SLV vs SE
+597.4%
-328.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | +2.5% | +0.6% | +1.9% | +2.5% |
| 30D | +3.3% | -0.1% | +3.3% | +3.1% |
| 3M | -3.6% | +34.1% | -37.7% | -5.5% |
| 6M | -21.8% | +23.2% | -45.0% | -23.1% |
| YTD | -7.8% | -11.2% | +3.3% | -7.7% |
| 1Y | +58.3% | -40.5% | +98.8% | +61.4% |
| 3Y | +182.6% | +196.3% | -13.7% | +165.7% |
| 5Y | +167.8% | -67.0% | +234.8% | +175.2% |
| All | +269.2% | +597.4% | -328.2% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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